The Measurement of Tracking Errors of Gold ETFS: Evidence from China
This paper presents the first study on the measurement of tracking errors using daily figures for gold exchange-traded funds (ETFs) in China. Three methods are employed to measure tracking errors: 1) calculating the absolute error measure, 2) calculating the differences between the standard deviatio...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Tuwhera Open Access Publisher
2016-06-01
|
| Series: | Applied Finance Letters |
| Subjects: | |
| Online Access: | https://ojs.aut.ac.nz/applied-finance-letters/article/view/31 |