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The study of the spillover and leverage effects of financial exchange traded funds (ETFs)

J Chen, M Malinda - Frontiers in Finance and Economics, 2014 - papers.ssrn.com
This study adopts the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …
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[PDF] caal-inteduorg.com

[PDF][PDF] The Study of the Spillover, Asymmetric-Volatility and Leverage Effects of Financial Exchange Traded Funds

C Jo-Hui, M Malinda - caal-inteduorg.com
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 …
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[PDF] academia.edu

[PDF][PDF] The Study of the Spillover and Leverage Effects of Financial Exchange Traded Funds (ETFs)

C Jo-Hui, M Malinda - academia.edu
This study adopts the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean
Autoregressive Moving Average (GARCH-M-ARMA) and Exponentially Generalized …
Save Cite Related articles View as HTML