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Predicting Stock Market Volatility: A New Measure
Fleming, Jeff; Ostdiek, Barbara; Whaley, Robert E. - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10006862287
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Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets
Fleming, Jeff; Ostdiek, Barbara; Whaley, Robert E. - In: The journal of futures markets 16 (1996) 4, pp. 353-388
Persistent link: https://www.econbiz.de/10007313779
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The economic value of volatility timing using "realized" volatility
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Journal of financial economics 67 (2003) 3, pp. 473-510
Persistent link: https://www.econbiz.de/10006507471
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Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Journal of financial economics 49 (1998) 1, pp. 111
Persistent link: https://www.econbiz.de/10006522772
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SHORTER PAPERS - 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/10006565897
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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/10008089281
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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/10007259468
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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/10007261371
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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/10007397337
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The Value of Wildcard Options
Fleming, Jeff; Whaley, Robert E. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 215-236
Persistent link: https://www.econbiz.de/10006600386