Relationship between ETFs and underlying indices : a fractional cointegration approach
Kunal Saha, Vinodh Madhavan, G. R. Chandrashekhar
| Year of publication: |
2023
|
|---|---|
| Authors: | Saha, Kunal ; Madhavan, Vinodh ; Chandrashekhar, G. R. |
| Subject: | Exchange-Traded Funds | forecasting | fractional cointegration | Long memory | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Indexderivat | Index derivative | Prognoseverfahren | Forecasting model | Investmentfonds | Investment Fund |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2109581 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014299141