Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges
Patrick Kuok-Kun Chu
| Year of publication: |
2019
|
|---|---|
| Authors: | Chu, Patrick Kuok-Kun |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 13.2019, 2, p. 45-62
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| Subject: | exchange-traded fund | AR-GARCH | Hong Kong Stock Exchange | nonlinearity | chaotic behavior | time series | Hongkong | Hong Kong | Chaostheorie | Chaos theory | Börsenhandel | Stock exchange trading | Zeitreihenanalyse | Time series analysis | Indexderivat | Index derivative | Börsenkurs | Share price | Investmentfonds | Investment Fund | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v13i2.1781 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012607897