More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (Etfs) Market And Volatility Trading

More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (Etfs) Market And Volatility Trading

Jiang, Shunxin

World Scientific Publishing Co Pte Ltd

03/2015

204

Dura

Inglês

9789814641050

15 a 20 dias

Descrição não disponível.
Non-Random Walk Behavior in ETF Price Dynamics; Variance Ratios; Equity, Bond, Commodity and Currency ETFs; Factors of Serial Correlation; Discretized Sampling of Variance and Volatility Trading;
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Random Walk Hypothesis, Trading Strategy, Market Inefficiency, ETF, Variance Ratio, Autocorrelation, Serial correlation