Arbeitspapier
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors
- Sprache
-
Englisch
- Erschienen in
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Series: Tinbergen Institute Discussion Paper; No. 16-052/III
Bezug (was)
Wirtschaft
Financial Econometrics
Contingent Pricing; Futures Pricing; option pricing
Pension Funds; Non-bank Financial Institutions; Financial Instruments; Institutional Investors
Capital Budgeting; Fixed Investment and Inventory Studies; Capacity
Energy: Demand and Supply; Prices
Exchange traded funds
financial and energy sectors
co-volatility spillovers
spot and futures prices
generated regressors
Diagonal BEKK
Financial Econometrics
Contingent Pricing; Futures Pricing; option pricing
Pension Funds; Non-bank Financial Institutions; Financial Instruments; Institutional Investors
Capital Budgeting; Fixed Investment and Inventory Studies; Capacity
Energy: Demand and Supply; Prices
Exchange traded funds
financial and energy sectors
co-volatility spillovers
spot and futures prices
generated regressors
Diagonal BEKK
Beteiligte Personen und Organisationen
Chang, Chia-Lin
McAleer, Michael
Wang, Chien-Hsun
Amsterdam and Rotterdam: Tinbergen Institute
McAleer, Michael
Wang, Chien-Hsun
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:57 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Chang, Chia-Lin
- McAleer, Michael
- Wang, Chien-Hsun
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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