Wavelet power spectrum analysis of ETF's tracking error
Aniel Nieves-González, Javier Rodríguez and José Vega Vilca
| Year of publication: |
2022
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|---|---|
| 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
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| 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 | Fourier-Analyse | Fourier analysis | Volatilität | Volatility | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-04-2021-0058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370525