Smooth Operators: The Roles of Volatility Forecasting and Scaling in Avoiding Momentum Crashes

Additional Metadata
Keywords	Volatility Scaling; Volatility Forecasting; Momentum; Monte Carlo Approach; GJR-GARCH; Machine Learning
Thesis Advisor	Ma, X
Persistent URL	hdl.handle.net/2105/73717
Series	Business Economics
Organisation	Erasmus School of Economics
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	Stoppani, A. (2024, September 18). Smooth Operators: The Roles of Volatility Forecasting and Scaling in Avoiding Momentum Crashes. Business Economics. Retrieved from http://hdl.handle.net/2105/73717

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