Is the tracking error time-varying? : evidence from agricultural ETCs
Devmali Perera, Jędrzej Białkowski, Martin T. Bohl
| Year of publication: |
2022
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|---|---|
| Authors: | Perera, Devmali ; Białkowski, Je̜drzej ; Bohl, Martin T. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-21
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| Subject: | Agricultural commodity market | Exchange-traded commodities | Markov switching regression | Tracking error | Markov-Kette | Markov chain | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101738 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248930