The value premium and expected business conditions

von Kirby, Chris
Veröffentlicht in Finance research letters (2019)

Linear filtering for asymmetric stochastic volatility models

von Kirby, Chris
Veröffentlicht in Economics letters (2006)

A closer look at the regime-switching evidence of bull and bear markets

von Kirby, Chris
Veröffentlicht in Finance research letters (2023)

Measuring the predictable variation in stock and bond returns

von Kirby, Chris
Veröffentlicht in The review of financial studies (1997)

The restrictions on predictability implied by rational asset pricing models

von Kirby, Chris
Veröffentlicht in The review of financial studies (1998)

Long memory in volatility and trading volume

von Fleming, Jeff
Veröffentlicht in Journal of banking & finance (2011)

It's all in the timing : simple active portfolio strategies that outperform nai͏͏̈ve diversification

von Kirby, Chris
Veröffentlicht in Journal of financial and quantitative analysis (2012)

Component-driven regime-switching volatility

von Fleming, Jeff
Veröffentlicht in Journal of financial econometrics (2013)

A closer look at the relation between GARCH and stochastic autoregressive volatility

von Fleming, Jeff
Veröffentlicht in Journal of financial econometrics (2003)

Capital expenditures and firm performance : evidence from a cross-sectional analysis of stock returns

von Cordis, Adriana S.
Veröffentlicht in Accounting and finance (2017)

Instrumental variables estimation of conditional beta pricing models

von Harvey, Campbell R.
Veröffentlicht in Handbook of statistics ; Vol. 14: Statistical methods in finance (1996)

Regime-switching factor models in wich the number of factors defines the regime

von Cordis, Adriana S.
Veröffentlicht in Economics letters (2011)

Discrete stochastic autoregressive volatility

von Cordis, Adriana S.
Veröffentlicht in Journal of banking & finance (2014)

Income shifting as an aspect of tax avoidance : evidence from U.S. multinational corporations

von Cordis, Adriana S.
Veröffentlicht in Review of Pacific Basin financial markets and policies (2018)

The specification of GARCH models with stochastic covariates

von Fleming, Jeff
Veröffentlicht in The journal of futures markets (2008)

Bootstrap tests of multiple inequality restrictions on variance ratios

von Fleming, Jeff
Veröffentlicht in Economics letters (2006)

The economic value of volatility timing

von Fleming, Jeff
Veröffentlicht in The journal of finance (2001)

Information and volatility linkages in the stock, bond, and money markets

von Fleming, Jeff
Veröffentlicht in Journal of financial economics (1998)

The economic value of volatility timing using "realized" volatility

von Fleming, Jeff
Veröffentlicht in Journal of financial economics (2003)

Information, trading, and volatility : evidence from weather-sensitive markets

von Fleming, Jeff
Veröffentlicht in The journal of finance (2006)