An Evaluation of Precious Metal ETFs: Testing for Leverage Effect, Spillover Effect, Volatility Dynamics and Forecasting

博士 === 中原大學 === 商學博士學位學程 === 102 === This dissertation investigates the leverage effect, spillover effect, volatility dynamic and forecasting for the innovation investment instrument, exchange-traded funds (ETFs), especially precious metal ETFs. The research is implemented based on actively precious...

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Bibliographic Details
Main Authors: Do-Thi VanTrang, 杜氏雲妝
Other Authors: Jo-Hui Chen
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/56306416843090330934