Advanced Volatility Estimators in Risk Parity

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Keywords	EWMA, GARCH, Risk Parity, ERC, Volatility, Risk Allocation
Thesis Advisor	Verdickt, Gertjan, Schoenmaker, Dirk
Persistent URL	hdl.handle.net/2105/58526
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	Foppen, Robert. (2021, August 20). Advanced Volatility Estimators in Risk Parity. Finance & Investments. Retrieved from http://hdl.handle.net/2105/58526

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