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~isPartOf:"Review of Quantitative Finance and Accounting"
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Stock Return Momentum and Inve...
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52-Week high
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GMM
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Generalized method of moments
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Kalman filter
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Momentum profits
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Mutual fund selection
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Sapp, Travis
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Review of Quantitative Finance and Accounting
The journal of business : B
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European financial management : the journal of the European Financial Management Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The 52-week high, momentum, and predicting mutual fund returns
Sapp, Travis
- In:
Review of Quantitative Finance and Accounting
37
(
2011
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009326698
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2
Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter
Sapp, Travis
- In:
Review of Quantitative Finance and Accounting
33
(
2009
)
4
,
pp. 303-326
Persistent link: https://www.econbiz.de/10008531531
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