Forecasting Long-Horizon Factor Volatility

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	54-106
Journal	Journal of Beta Investment Strategies
Volume	13
Issue number	4
Early online date	20 Oct 2022
DOIs	https://doi.org/10.3905/jbis.2022.1.017
Publication status	Published - 1 Dec 2022

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@article{45c8d0db8b5d4ede825205418b8ab56d,

title = "Forecasting Long-Horizon Factor Volatility",

author = "Zeissler, {Tom Oskar Karl}",

year = "2022",

month = dec,

day = "1",

doi = "https://doi.org/10.3905/jbis.2022.1.017",

language = "English",

volume = "13",

pages = "54--106",

journal = "Journal of Index Investing",

issn = "2154-7238",

publisher = "Portfolio Management Research",

number = "4",

}