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Predicting stock market volati...
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United States
USA
46
Volatility
33
Volatilität
32
Theorie
28
Theory
28
Börsenkurs
24
Share price
23
Derivat
20
Derivative
20
Option pricing theory
17
Optionspreistheorie
17
Index futures
14
Index-Futures
14
Estimation
12
Schätzung
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Option trading
11
Optionsgeschäft
11
Commodity derivative
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Rohstoffderivat
10
Stock option
9
Aktienindex
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Aktienoption
8
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Portfolio-Management
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Stock index
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Handelsvolumen der Börse
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Kapitaleinkommen
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Dividende
5
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5
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English
46
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Whaley, Robert E.
36
Fleming, Jeff
15
Ostdiek, Barbara
9
Kirby, Chris
7
Stoll, Hans R.
7
Smith, Tom
5
Bollen, Nicolas P. B.
4
Barone-Adesi, Giovanni
3
Harvey, Campbell R.
3
Barraclough, Kathryn
2
Dumas, Bernard
2
Gray, Stephen
2
Beneish, Messod D.
1
Day, Theodore E.
1
Kleidon, Allan William
1
Miller, Merton H.
1
Muthuswamy, Jayaram
1
O'Neill, Michael J.
1
Pool, Veronika Krepely
1
Robinson, David T.
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Sidhu, Baljit
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Stephan, Jens A.
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The journal of finance : the journal of the American Finance Association
13
The journal of futures markets
7
Journal of financial economics
4
Advances in futures and options research : a research annual
2
Journal of empirical finance
2
Energy economics
1
Financial analysts' journal : FAJ
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of accounting research
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
New research in financial markets
1
Review of futures markets
1
The journal of alternative investments
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of financial studies
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Wiley finance series
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ECONIS (ZBW)
46
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1
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
2
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
Saved in:
3
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
4
Stochastic volatility, trading volume, and the daily flow of information
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1551-1590
Persistent link: https://www.econbiz.de/10003337036
Saved in:
5
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:
6
The economic value of volatility timing using "realized" volatility
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 473-509
Persistent link: https://www.econbiz.de/10001739263
Saved in:
7
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:
8
Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
Saved in:
9
The impact of energy derivatives on the crude oil market
Fleming, Jeff
;
Ostdiek, Barbara
- In:
Energy economics
21
(
1999
)
2
,
pp. 135-167
Persistent link: https://www.econbiz.de/10001369495
Saved in:
10
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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