Analysis and forecast of tracking performance of Hong Kong exchange-traded funds : evidence from Tracker Fund and X iShares A50
Year of publication: |
December 2016
|
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Authors: | Chu, Patrick Kuok-Kun |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 19.2016, 4, p. 1-26
|
Subject: | Exchange-traded funds | tracking ability | pricing deviation | co-integration | economic correction model | Hongkong | Hong Kong | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kointegration | Cointegration | Prognoseverfahren | Forecasting model |
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