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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Fleming, Jeff"
~subject:"1982-2004"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
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1982-2004
Schätzung
USA
Volatilität
United States
4
Volatility
3
Commodity derivative
2
Estimation
2
Option pricing theory
2
Optionspreistheorie
2
Rohstoffderivat
2
Theorie
2
Theory
2
1983-1997
1
1988-1993
1
ARCH model
1
ARCH-Modell
1
Capital income
1
Derivat
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Derivative
1
Index futures
1
Index-Futures
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Index-linked bond
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Indexanleihe
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Kapitaleinkommen
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Securities trading
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Article
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Article in journal
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Fleming, Jeff
Titman, Sheridan
13
Fama, Eugene F.
12
French, Kenneth Ronald
12
Michaely, Roni
12
Whaley, Robert E.
11
Lakonishok, Josef
10
Longstaff, Francis A.
10
O'Hara, Maureen
10
Schultz, Paul H.
10
Graham, John R.
9
Travlos, Nickolaos G.
9
Hong, Harrison G.
8
Kanas, Angelos
8
Ljungqvist, Alexander
8
Pástor, Ľuboš
8
Schwartz, Eduardo S.
8
Stulz, René M.
8
Cheung, Yin-Wong
7
Ferson, Wayne E.
7
Goetzmann, William N.
7
Gupta, Rangan
7
Harris, Jeffrey H.
7
Kaplan, Steven N.
7
Lemmon, Michael L.
7
Lerner, Joshua
7
McConnell, John J.
7
Rajan, Raghuram Govind
7
Ritter, Jay
7
Stein, Jeremy C.
7
Andersen, Torben
6
Ang, Andrew
6
Battalio, Robert H.
6
Campbell, John Y.
6
Chordia, Tarun
6
Conrad, Jennifer S.
6
Corwin, Shane Anthony
6
Elton, Edwin J.
6
Harvey, Campbell R.
6
Hasbrouck, Joel
6
Jagannathan, Ravi
6
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International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
The journal of futures markets
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Advances in futures and options research : a research annual
1
Energy economics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
The journal of business : B
1
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ECONIS (ZBW)
4
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1
Information, trading, and volatility : evidence from weather-sensitive markets
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2899-2930
Persistent link: https://www.econbiz.de/10003398510
Saved in:
2
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
3
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
4
The value of wildcard options
Fleming, Jeff
- In:
The journal of finance : the journal of the American …
49
(
1994
)
1
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001169026
Saved in:
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