Forecasting the information content derived from volatility of Exchange Traded Funds.

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 92 === In reviewing ETFs listed on exchanges around the world, we observe the following developments: average daily trading volume in ETFs has steadily increased and ETFs bringing above new investment opportunities. ETFs mentioned above include core equity holdings,...

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Bibliographic Details
Main Authors: Tai-Ting Chen, 陳泰廷
Other Authors: William T. Lin
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/74687301100336807749