The study of the spillover and leverage effects of financial exchange traded funds (ETFs)
This study adopts the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …
[PDF][PDF] The Study of the Spillover, Asymmetric-Volatility and Leverage Effects of Financial Exchange Traded Funds
The purpose of this research is to study of the spillover, asymmetric-volatility and leverage
effects of financial exchange traded funds. This paper used the Generalized Autoregressive …
effects of financial exchange traded funds. This paper used the Generalized Autoregressive …
[PDF][PDF] The Study of the Spillover and Leverage Effects of Financial Exchange Traded Funds (ETFs)
This study adopts the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …