Momentum Based on Fractional-Difference Filter
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Momentum Without Crashes
Soros Chitsiripanich; Marc S. Paolella; Paweł Polak; Patrick S. Walker
Institute of Finance and Banking
University of Zurich- University of Zurich - Department of Banking and Finance
- Swiss Finance Institute
Stony Brook University- Stony Brook University-Department of Applied Mathematics and Statistics
- University of Zurich, Department of Banking and Finance
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