The nonlinear price dynamics of US equity ETFs
Gunduz Caginalp; Mark DeSantis; Akin Sayrak
| Year of publication: |
2014
|
|---|---|
| Authors: | Caginalp, Gunduz ; DeSantis, Mark ; Sayrak, Akin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 183.2014, 2, p. 193-201
|
| Subject: | Exchange-traded funds | Momentum | Volatility | Nonlinear dynamics | Volatilität | Indexderivat | Index derivative | USA | United States | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Nichtlineare Dynamik | Investmentfonds | Investment Fund | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506060