The economic value of volatility timing
Jeff Fleming, Chris Kirby, and Barbara Ostdiek
| Year of publication: |
2001
|
|---|---|
| Authors: | Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 1, p. 329-352
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Index-Futures | Index futures | Indexanleihe | Index-linked bond | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | USA | United States | 1983-1997 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001575075