Journal of Financial Markets
Vol. 30
2016
Time series momentum and volatility scaling
Abby Y.
Kim1;
Yiuman
Tse2;
John K.
Wald3
1 United States Securities and Exchange Commission · 2 University of Missouri–St. Louis · 3 The University of Texas at San Antonio
- DOI
- 10.1016/j.finmar.2016.05.003
- Volume
- 30
- Pages
- 103-124
- Language
- en
- Sources
-
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