Conditional Volatility Time-Series Efficient Factors

Additional Metadata
Keywords	Time-series efficient factors; conditional volatility; autocorrelation; heteroskedasticity; Sharpe Ratio; mean-variance investor
Thesis Advisor	Xiao, X.
Persistent URL	hdl.handle.net/2105/53521
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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	Buijs, R.C.E.J.M. (2020). Conditional Volatility Time-Series Efficient Factors. In Econometrie.http://hdl.handle.net/2105/53521

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