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Kirby, Chris
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OLC EcoSci
ECONIS (ZBW)
85
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18
Other ZBW resources
2
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1
A simple test of the affine class of term structure models
Balduzzi, Pierluigi
;
Chiang, I-hsuan Ethan
- In:
Review of asset pricing studies
2
(
2012
)
2
,
pp. 203-244
Persistent link: https://www.econbiz.de/10010097902
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2
REIT performance and market timing ability
Jr, Richard J. Buttimer
;
Chen, Jun
;
Chiang, I-Hsuan Ethan
- In:
Managerial finance
38
(
2012
)
3
,
pp. 249-280
Persistent link: https://www.econbiz.de/10009830473
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3
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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4
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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5
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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6
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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7
The Restrictions on Predictability Implied by Rational Asset Pricing Models
Kirby, Chris
- In:
The review of financial studies
11
(
1998
)
2
,
pp. 343-382
Persistent link: https://www.econbiz.de/10007357103
Saved in:
8
Measuring the Predictable Variation in Stock and Bond Returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10007369742
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9
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
Saved in:
10
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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