This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Chris Kirby

Personal Details | Affiliation | Works
This is information that was supplied by Chris Kirby in registering through RePEc. If you are Chris Kirby , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Chris
Middle Name:
Last Name: Kirby
Suffix:

RePEc Short-ID: pki191

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Jeff Fleming & Chris Kirby & Barbara Ostdiek, 2006. "Stochastic Volatility, Trading Volume, and the Daily Flow of Information," Journal of Business, University of Chicago Press, vol. 79(3), pages 1551-1590, May. [Downloadable!]

  2. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 2006. "Bootstrap tests of multiple inequality restrictions on variance ratios," Economics Letters, Elsevier, vol. 91(3), pages 343-348, June. [Downloadable!] (restricted)

  3. Kirby, Chris, 2006. "Linear filtering for asymmetric stochastic volatility models," Economics Letters, Elsevier, vol. 92(2), pages 284-292, August. [Downloadable!] (restricted)

  4. Jeff Fleming & Chris Kirby & Barbara Ostdiek, 2006. "Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets," Journal of Finance, American Finance Association, vol. 61(6), pages 2899-2930, December. [Downloadable!] (restricted)

  5. Jeff Fleming & Chris Kirby, 2003. "A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 1(3), pages 365-419.

  6. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 2003. "The economic value of volatility timing using "realized" volatility," Journal of Financial Economics, Elsevier, vol. 67(3), pages 473-509, March. [Downloadable!] (restricted)

  7. Jeff Fleming, 2001. "The Economic Value of Volatility Timing," Journal of Finance, American Finance Association, vol. 56(1), pages 329-352, 02. [Downloadable!] (restricted)

  8. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 1998. "Information and volatility linkages in the stock, bond, and money markets1," Journal of Financial Economics, Elsevier, vol. 49(1), pages 111-137, July. [Downloadable!] (restricted)

  9. Kirby, Chris, 1998. "The Restrictions on Predictability Implied by Rational Asset Pricing Models," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 11(2), pages 343-82.

  10. Kirby, Chris, 1997. "Measuring the Predictable Variation in Stock and Bond Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(3), pages 579-630.

Did you know? You can create your own reading lists on IDEAS.

This page was last updated on 2009-10-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.