The economic value of volatility timing using “realized” volatility
| Autor: | Fleming, Jeff *, Kirby, Chris, Ostdiek, Barbara |
|---|---|
| Zdroj: | In Journal of Financial Economics 2003 67(3):473-509 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Fleming, Jeff *, Kirby, Chris, Ostdiek, Barbara |
|---|---|
| Zdroj: | In Journal of Financial Economics 2003 67(3):473-509 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect