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~person:"Fleming, Jeff"
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Fleming, Jeff
Fleming, Christopher M.
19
Kirby, Chris
10
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7
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6
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Information, trading, and volatility : evidence from weather-sensitive markets
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2899-2930
Persistent link: https://www.econbiz.de/10003398510
Saved in:
7
A closer look at the relation between GARCH and stochastic autoregressive volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 365-419
Persistent link: https://www.econbiz.de/10002214166
Saved in:
8
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:
9
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:
10
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:
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