Forecasting holding periods for leveraged ETFs using decay thresholds : theory and applications
Year of publication: |
2013
|
---|---|
Authors: | Trainor, William J. ; Carroll, Mark G. |
Published in: |
Journal of financial studies & research : JFSR. - Norristown, Pa. : IBIMA Publ., ISSN 2166-000X, ZDB-ID 2629653-6. - Vol. 2013.2013, p. 1-12
|
Subject: | Indexderivat | Index derivative | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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