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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| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56306416843090330934 |