Is the tracking error time-varying? : evidence from agricultural ETCs
Devmali Perera, Jedrzej Bialkowski, Martin T. Bohl
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Perera, Devmali ; Białkowski, Je̜drzej ; Bohl, Martin T. |
| Publisher: |
Christchurch, New Zealand : Department of Economics and Finance, UC Business School, University of Canterbury |
| Subject: | Agricultural Commodity Market | Exchange-Traded Commodities | Markov Switching Regression | Tracking Error | Markov-Kette | Markov chain | Welt | World | Statistischer Fehler | Statistical error | Rohstoffmarkt | Commodity market | Regressionsanalyse | Regression analysis | Agrarprodukt | Agricultural product | Landwirtschaft | Agriculture |
freely available
| Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. no. 2022, 13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013545737