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Information, trading, and vola...
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Volatility
34
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21
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18
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18
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16
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9
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Kirby, Chris
96
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81
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54
Whaley, Robert E.
22
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14
Dumas, Bernard
13
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5
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4
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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FLEMING, JEFF
1
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1
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9
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ECONIS (ZBW)
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2
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1
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:
2
Bootstrap tests of multiple inequality restrictions on variance ratios
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
Economics letters
91
(
2006
)
3
,
pp. 343-348
Persistent link: https://www.econbiz.de/10003333629
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Long memory in volatility and trading volume
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1714-1726
Persistent link: https://www.econbiz.de/10009247616
Saved in:
10
Component-driven regime-switching volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 263-301
Persistent link: https://www.econbiz.de/10009745892
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