Author:
Grobys Klaus,Heinonen Jari-Pekka,Kolari James
Subject
Economics and Econometrics,Finance
Cited by
7 articles.
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1. A multifractal model of asset (in)variances;Journal of International Financial Markets, Institutions and Money;2023-06
2. Global momentum: The optimal trading approach;Journal of Behavioral and Experimental Finance;2022-12
3. Realised volatility and industry momentum returns;Humanities and Social Sciences Communications;2022-08-23
4. Dynamic allocations for currency investment strategies;The European Journal of Finance;2022-08-07
5. Time series momentum and macroeconomic risk;International Review of Financial Analysis;2020-05