Forecasting holding periods for Leveraged ETFs using decay thresholds : theory and applications
Year of publication: |
2013
|
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Authors: | Trainor, William J. ; Carroll, Mark G. |
Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2013, 3, p. 179-190
|
Subject: | Leveraged ETFs | decay | volatility forecasting | Indexderivat | Index derivative | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kapitalstruktur | Capital structure |
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