| LINNERTOVÁ, Dagmar. Using Correlation Structure to Analyse Relation between ETFs with Particular Index as an Underlying and These Indices. In Deev, O Kajurova, V Krajicek, J. EUROPEAN FINANCIAL SYSTEMS 2014. BRNO: MASARYKOVA UNIV, 2014, s. 380-387. ISBN 978-80-210-7153-7. |
Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{1205324,
author = {Linnertová, Dagmar},
address = {BRNO},
booktitle = {EUROPEAN FINANCIAL SYSTEMS 2014},
editor = {Deev, O Kajurova, V Krajicek, J},
keywords = {ETF; network structure; index; correlation; graph theory},
howpublished = {tištěná verze "print"},
language = {eng},
location = {BRNO},
isbn = {978-80-210-7153-7},
pages = {380-387},
publisher = {MASARYKOVA UNIV},
title = {Using Correlation Structure to Analyse Relation between ETFs with Particular Index as an Underlying and These Indices},
year = {2014}
}
TY - JOUR
ID - 1205324
AU - Linnertová, Dagmar
PY - 2014
TI - Using Correlation Structure to Analyse Relation between ETFs with Particular Index as an Underlying and These Indices
PB - MASARYKOVA UNIV
CY - BRNO
SN - 9788021071537
KW - ETF
KW - network structure
KW - index
KW - correlation
KW - graph theory
N2 - The paper examines dependability and connectedness in the world ETFs market. Respectively, what are similarities and differences between world indices and particular index ETFs. The usage of network structure helps to fully identify relation between particular ETFs and indices that represent the underlying assets of these ETFs. The application of the graph theory contributes to particularized understanding relations in ETFs market. Network modelling of capital market offers a powerful tool, because it provides another view on dependences in a market.
ER -
LINNERTOVÁ, Dagmar. Using Correlation Structure to Analyse Relation between ETFs with Particular Index as an Underlying and These Indices. In Deev, O Kajurova, V Krajicek, J. \textit{EUROPEAN FINANCIAL SYSTEMS 2014}. BRNO: MASARYKOVA UNIV, 2014, s.~380-387. ISBN~978-80-210-7153-7.
|
