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~subject:"Volatility"
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Predicting stock market volati...
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Volatility
USA
44
United States
44
Volatilität
32
Theorie
31
Theory
31
Börsenkurs
23
Derivat
23
Derivative
23
Share price
22
Option pricing theory
18
Optionspreistheorie
18
Estimation
14
Index futures
14
Index-Futures
14
Schätzung
14
Portfolio selection
12
Portfolio-Management
12
Option trading
11
Optionsgeschäft
11
Commodity derivative
10
Rohstoffderivat
10
Stock option
9
Aktienindex
8
Aktienoption
8
Arbitrage
8
Stock index
8
CAPM
7
Forecasting model
7
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Capital income
6
Commodity exchange
6
Handelsvolumen der Börse
6
Kapitaleinkommen
6
Trading volume
6
Warenbörse
6
Commodity market
5
Dividende
5
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Free
3
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3
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Article
24
Book / Working Paper
9
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Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Language
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English
32
Undetermined
1
Author
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Fleming, Jeff
22
Whaley, Robert E.
15
Kirby, Chris
11
Ostdiek, Barbara
8
Dumas, Bernard
6
Bollen, Nicolas P. B.
4
Dumas, Bernard J
1
Ensor, Katherine B.
1
Gray, Stephen
1
Han, Yu
1
O'Neill, Michael J.
1
Paye, Bradley S.
1
Sirimon Treepongkaruna
1
Tengulov, Angel
1
Turnbull, Stuart M.
1
Whaley, Robert E
1
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C.E.P.R. Discussion Papers
1
Chambre de commerce et d'industrie de Paris
1
National Bureau of Economic Research
1
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The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
The journal of portfolio management : a publication of Institutional Investor
2
Accounting and Finance (Forthcoming)
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
CEPR Discussion Papers
1
Discussion paper / Centre for Economic Policy Research
1
Energy economics
1
Financial markets and instruments
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Les cahiers de recherche / HEC Paris
1
NBER working paper series
1
New research in financial markets
1
Pacific-Basin finance journal
1
The journal of asset management
1
The journal of business : B
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
32
RePEc
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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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
9
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
10
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000584825
Saved in:
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