An Econometric Analysis of ETF an ETF Futures in Financial and Energy Markets Using Generated Regressors

C-L (Chia-Lin) Chang, Michael McAleer, C-H Wang

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages56
EditionEI report serie EI2016-31
Publication statusPublished - 2016

Publication series

SeriesEI report serie
VolumeEI2016-31

Research programs

  • EUR ESE 31

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