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. - Elsevier, ISSN 0304-405X. - Vol. 67.2003, 3, p. 473-509
|
| Publisher: |
Elsevier |