The Spillover Effects, Volatility Dynamics and Forecasting:Evidence from Exchange-traded Notes
博士 === 中原大學 === 商學博士學位學程 === 100 === This dissertation examines the spillover effects, volatility dynamics, nonlinearities and predictability of a relatively new investment instrument, exchange-traded notes (ETNs). The empirical database utilized a total of 24 actively traded ETNs for the four essa...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/r4kp22 |