Time series momentum and volatility states

Pitkänen, Risto

Time series momentum and volatility states



Title:	Time series momentum and volatility states
Author(s):	Pitkänen, Risto
Date:	2016
Language:	en
Pages:	24
Department:	Rahoituksen laitos
Degree programme:	Rahoitus
Thesis advisor(s):	Lof, Matthijs
Keywords:	time series momentum, volatility state, commodity futures, asset pricing, market effiency
Full text:	Access to full text
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