The economic value of volatility timing using “realized” volatility
Fleming, Jeff, Kirby, Chris, Ostdiek, Barbara
Published in Journal of financial economics (01.03.2003)
Published in Journal of financial economics (01.03.2003)
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Journal Article
History of the process plant safety symposium: 20 years, 1992-2012
Edwards, Victor H., Early, William F., Fleming, G. Jeff, Darby, Ron, Cramer, Joseph, Mannan, M. Sam, Kaiser, Hugh D., Freeman, Randy A., Pearson, Kathy, Thompson, James, Myers, Philip, Chosnek, Jack, Champion, John, Howat, Colin S., Emerson, Steven D., Willis, James H., Hoff, Rainer
Published in Process safety progress (01.09.2012)
Published in Process safety progress (01.09.2012)
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Journal Article
Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff, Kirby, Chris, Ostdiek, Barbara
Published in Journal of financial economics (01.07.1998)
Published in Journal of financial economics (01.07.1998)
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Journal Article
The specification of GARCH models with stochastic covariates
Fleming, Jeff, Kirby, Chris, Ostdiek, Barbara
Published in The journal of futures markets (01.10.2008)
Published in The journal of futures markets (01.10.2008)
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Journal Article
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff, Ostdiek, Barbara, Whaley, Robert E.
Published in The journal of futures markets (01.06.1996)
Published in The journal of futures markets (01.06.1996)
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Journal Article
Predicting stock market volatility: A new measure
Fleming, Jeff, Ostdiek, Barbara, Whaley, Robert E.
Published in The journal of futures markets (01.05.1995)
Published in The journal of futures markets (01.05.1995)
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Journal Article