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 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	Stoppani, A. (2024). Smooth Operators: The Roles of Volatility Forecasting and Scaling in Avoiding Momentum Crashes. In Business Economics.http://hdl.handle.net/2105/73717

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