Concepedia

Jeff Fleming

JF

26

Publications

6K

Citations

20

H-Index

1994

Active since

Affiliations

Rice University(Current)

University of North Carolina at Charlotte

Duke University

Walker (United States)

Jeff Fleming is an author at Rice University specializing in business, asset pricing, and financial economics.

Top concepts

BusinessAsset PricingFinanceFinancial EconomicsEconomicsVolatility ModelingOption PricingStatisticsEconomic AnalysisEmpirical Finance

Publications per year

1994–2010

26

Publications

26

Implied Volatility Functions: Empirical Tests

Bernard Dumas, Jeff Fleming, Robert E. Whaley · The Journal of Finance · 1998 · 1.3K citations

Volatility Modeling, Option Pricing, Financial Economics +13

The Economic Value of Volatility Timing

Jeff Fleming, Chris Kirby, Barbara Ostdiek · The Journal of Finance · 2001 · 843 citations

Empirical Finance, Standard Volatility Models, Economics +12

The economic value of volatility timing using “realized” volatility

Jeff Fleming, Chris Kirby, Barbara Ostdiek · Journal of Financial Economics · 2003 · 649 citations

Economics, Volatility Modeling, Multivariate Stochastic Volatility +5

Predicting stock market volatility: A new measure

Jeff Fleming, Barbara Ostdiek, Robert E. Whaley · Journal of Futures Markets · 1995 · 556 citations

Volatility Modeling, Asset Pricing, Business +5

The Economic Value of Volatility Timing Using 'Realized' Volatility

Jeff Fleming, Chris Kirby, Barbara Ostdiek · SSRN Electronic Journal · 2001 · 504 citations · Full text

Rows per page

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