Water exchange traded funds : a study on idiosyncratic risk using Markov switching analysis
Year of publication: |
25 January 2016
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Authors: | Tularam, Gurudeo Anand ; Reza, Rajibur |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 4.2016, 1, p. 1-12
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Subject: | idiosyncratic risk | water investment | transition probabilities | Markov switching model | water exchange traded funds | Markov-Kette | Markov chain | Wasserversorgung | Water supply | Investmentfonds | Investment Fund | Risiko | Risk | Indexderivat | Index derivative | Schätzung | Estimation | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2016.1139437 [DOI] hdl:10419/147790 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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