Access Statistics for Chris Kirby

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility	0	0	0	0	1	2	17	99
Bootstrap tests of multiple inequality restrictions on variance ratios	0	1	4	9	0	1	5	39
Information and volatility linkages in the stock, bond, and money markets1	6	11	29	86	7	19	64	186
Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets	0	0	5	17	0	0	27	112
Linear filtering for asymmetric stochastic volatility models	0	0	1	1	0	4	10	36
Measuring the Predictable Variation in Stock and Bond Returns	0	0	0	0	4	8	31	313
Stochastic Volatility, Trading Volume, and the Daily Flow of Information	1	3	10	46	3	11	54	173
The Economic Value of Volatility Timing	0	3	10	88	0	5	27	214
The Restrictions on Predictability Implied by Rational Asset Pricing Models	0	0	0	2	0	5	17	164
The economic value of volatility timing using "realized" volatility	1	3	21	211	4	7	49	401
Total Journal Articles	8	21	80	460	19	62	301	1,737

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-12-07