Volatility effect of ETFs on the constituents of the underlying Taiwan 50 index
Ching-Chung Lin and Min-Hsien Chiang
| Year of publication: |
2005
|
|---|---|
| Authors: | Lin, Ching-chung ; Chiang, Min-Hsien |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 18, p. 1315-1322
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | ARCH-Modell | ARCH model | Taiwan | 2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | ETFs = Taiwan Exchange Traded Funds |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003229125