articleJournal of Financial EconomicsFeb 17, 2003Closed access

The economic value of volatility timing using “realized” volatility

JFJeff FlemingCKChris KirbyBOBarbara Ostdiek

Rice University · The University of Texas at Dallas

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3

Topics & keywords

Topics
Keywords
  • Volatility (finance)
  • Economics
  • Forward volatility
  • Volatility swap
  • Volatility smile
  • Volatility risk premium
  • Implied volatility
  • Econometrics
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