The economic value of volatility timing using "realized" volatility
| Year of publication: |
2003
|
|---|---|
| Authors: | Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 67.2003, 3, p. 473-510
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