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

Author: Chang Chia-Lin   McAleer Michael   Wang Chien-Hsun  

Publisher: MDPI

E-ISSN: 2227-7072|6|1|2-2

ISSN: 2227-7072

Source: International Journal of Financial Studies, Vol.6, Iss.1, 2017-12, pp. : 2-2

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Abstract