E-LIB Suche - Ergebnisse für: Fleming, Jeff

1

Long memory in volatility and trading volume:

Fleming, Jeff ; Kirby, Chris
Journal of Banking & Finance. 35 (2011) 7 - p. 1714-1726 , 2011

Link: https://doi.org/10.1016/..

2

High-frequency returns, jumps and the mixture of normals hy..:

Fleming, Jeff ; Paye, Bradley S.
Journal of Econometrics. 160 (2011) 1 - p. 119-128 , 2011

Link: https://doi.org/10.1016/..

3

The specification of GARCH models with stochastic covariate:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
Journal of Futures Markets. 28 (2008) 10 - p. 911-934 , 2008

Link: https://doi.org/10.1002/..

4

Information, Trading, and Volatility: Evidence from Weather..:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
The Journal of Finance. 61 (2006) 6 - p. 2899-2930 , 2006

Link: https://www.jstor.org/st..

5

Bootstrap tests of multiple inequality restrictions on vari..:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
Economics Letters. 91 (2006) 3 - p. 343-348 , 2006

Link: https://doi.org/10.1016/..

6

Information, Trading, and Volatility: Evidence from Weather..:

FLEMING, JEFF ; KIRBY, CHRIS ; OSTDIEK, BARBARA
The Journal of Finance. 61 (2006) 6 - p. 2899-2930 , 2006

Link: https://doi.org/10.1111/..

7

The economic value of volatility timing using "realized" vo..:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
Journal of Financial Economics. 67 (2003) 3 - p. 473-509 , 2003

Link: https://doi.org/10.1016/..

8

The Economic Value of Volatility Timing:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
The Journal of Finance. 56 (2001) 1 - p. 329-352 , 2001

Link: https://www.jstor.org/st..

9

The Economic Value of Volatility Timing:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
The Journal of Finance. 56 (2001) 1 - p. 329-352 , 2001

Link: https://doi.org/10.1111/..

10

The impact of energy derivatives on the crude oil market:

Fleming, Jeff ; Ostdiek, Barbara
Energy Economics. 21 (1999) 2 - p. 135-167 , 1999

Link: https://doi.org/10.1016/..

11

Implied Volatility Functions: Empirical Tests:

Dumas, Bernard ; Fleming, Jeff ; Whaley, Robert E.
The Journal of Finance. 53 (1998) 6 - p. 2059-2106 , 1998

Link: https://doi.org/10.1111/..

12

Information and volatility linkages in the stock, bond, and..:

Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara
Journal of Financial Economics. 49 (1998) 1 - p. 111-137 , 1998

Link: https://doi.org/10.1016/..

13

Implied Volatility Functions: Empirical Tests:

Dumas, Bernard ; Fleming, Jeff ; Whaley, Robert E.
The Journal of Finance. 53 (1998) 6 - p. 2059-2106 , 1998

Link: https://www.jstor.org/st..

14

The quality of market volatility forecasts implied by S&P 1..:

Fleming, Jeff
Journal of Empirical Finance. 5 (1998) 4 - p. 317-345 , 1998

Link: https://doi.org/10.1016/..

15

Corporate Financial Management:

Fleming, Jeff ; Emery, Douglas R. ; Finnerty, John D.
The Journal of Finance. 52 (1997) 4 - p. 1742 , 1997

Link: https://doi.org/10.2307/..