Wavelet power spectrum analysis of ETF's tracking error
Year of publication: |
2022
|
---|---|
Authors: | Nieves-González, Aniel ; Rodríguez, Javier ; Vega Vilca, José |
Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 23.2022, 2, p. 121-138
|
Subject: | Exchange traded fund | Fourier transform | Spectral analysis | Wavelet transform | Indexderivat | Index derivative | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Aktienindex | Stock index |
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