Title of article
The economic value of volatility timing using “realized” volatility
Author/Authors
Jeff Fleming، نويسنده , , Chris Kirby، نويسنده , , Barbara Ostdiek، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
37
From page
473
To page
509
Keywords
Volatility timing , Realized volatility , Portfolio optimization , Mean-variance analysis , Rollingestimators
Journal title
Journal of Financial Economics
Serial Year
2003
Journal title
Journal of Financial Economics
Record number
257594
Link To Document