Barbara Ostdiek

The Specification of GARCH Models with Stochastic Covariates

Jeff Fleming, Chris Kirby, Jeff Fleming, 2006 .

Realized Covariance Estimation in Dynamic Portfolio Optimization

Katherine B. Ensor, K. Ensor, Barbara Ostdiek, 2009 .

Information and volatility linkages in the stock, bond, and money markets 1 1 This paper was previou

Jeff Fleming, Chris Kirby, Jeff Fleming, 1998 .

Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets

Jeff Fleming, Robert E. Whaley, R. Whaley, 1996 .

It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification

Chris Kirby, Barbara Ostdiek, Chris Kirby, 2010, Journal of Financial and Quantitative Analysis.

Predicting stock market volatility: A new measure

Jeff Fleming, Robert E. Whaley, R. Whaley, 1995 .