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isPartOf:"Journal of financial economics"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Kirby, Chris"
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Journal of financial economics
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ECONIS (ZBW)
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1
Linear filtering for asymmetric stochastic volatility models
Kirby, Chris
- In:
Economics letters
92
(
2006
)
2
,
pp. 284-292
Persistent link: https://www.econbiz.de/10003360885
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2
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
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3
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
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