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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatility"
~person:"Fleming, Jeff"
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Volatility
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Fleming, Jeff
Gupta, Rangan
151
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87
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87
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73
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72
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42
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40
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39
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38
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38
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37
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36
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36
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35
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35
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35
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35
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34
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34
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33
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33
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32
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32
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31
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31
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30
Gil-Alaña, Luis A.
30
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30
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30
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The journal of finance : the journal of the American Finance Association
3
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2
Journal of financial economics
2
Advances in futures and options research : a research annual
1
Energy economics
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ECONIS (ZBW)
14
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1
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10
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14
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Date (oldest first)
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
High-frequency returns, jumps and the mixture of normals hypothesis
Fleming, Jeff
;
Paye, Bradley S.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 119-128
Persistent link: https://www.econbiz.de/10009242531
Saved in:
4
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:
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
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:
8
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:
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
The impact of energy derivatives on the crude oil market
Fleming, Jeff
;
Ostdiek, Barbara
- In:
Energy economics
21
(
1999
)
2
,
pp. 135-167
Persistent link: https://www.econbiz.de/10001369495
Saved in:
1
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