Skip to main content
profile image
Faculty Selected Works of Yiuman Tse
Article
Time Series Momentum and Volatility Scaling
Journal of Financial Markets (2016)
  • Abby Y. Kim, U.S. Securities and Exchange Commission
  • Yiuman Tse, University of Missouri–St. Louis
  • John K. Wald, University of Texas at San Antonio
Link
Disciplines
Publication Date
January 9, 2016
DOI
10.1016/j.finmar.2016.05.003
Citation Information
Abby Y. Kim, Yiuman Tse and John K. Wald. "Time Series Momentum and Volatility Scaling" Journal of Financial Markets Vol. 30 (2016) p. 103 - 124
Available at: http://works.bepress.com/yiuman-tse/10/