The Study of Spillover Effect, Structural Breaks and Forecasting: Evidence from Consumer Exchange-Trade Funds
博士 === 中原大學 === 商學博士學位學程 === 103 === The aim of this research is to close the gap in the literature of the spillover, the long memory, volatility and forecasting for consumer exchange-traded funds (ETFs). This research is divided in to three parts. The first part focuses on spillover and leverage ef...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/m6dy8u |