The economic value of volatility timing using "realized" volatility
Jeff Fleming; Chris Kirby; Barbara Ostdiek
| Year of publication: |
2003
|
|---|---|
| Authors: | Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 67.2003, 3, p. 473-509
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1984-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001739263