EGARCH modelling for risk-managed momentum strategies

Additional Metadata
Keywords	Volatility, Momentum, Portfolio, Risk, risk-managed, egarch, garch
Thesis Advisor	Tims, Ben, Fu, Gelly
Persistent URL	hdl.handle.net/2105/44529
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Tam Suárez, Sergio. (2018, July 13). EGARCH modelling for risk-managed momentum strategies. Finance & Investments. Retrieved from http://hdl.handle.net/2105/44529

Publication