GJR-GARCH; Volatility Scaling; Dynamic Approach; Factor Investing
Quaedvlieg, R.
hdl.handle.net/2105/55550
Business Economics
Erasmus School of Economics

Niaros, I. (2021, January 27). Volatility Timing: Dynamic Risk- Adjusted Scaling Strategy. Business Economics. Retrieved from http://hdl.handle.net/2105/55550