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Predicting stock market volatility: A new measure

Jeff Fleming, Barbara Ostdiek, R. Whaley

1995.5.1JOURNAL OF FUTURES MARKETS

DOI: 10.1002/fut.3990150303

Abstract

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Zitationsformat

FLEMING, Jeff; OSTDIEK, Barbara; WHALEY, R. Predicting stock market volatility: A new measure. JOURNAL OF FUTURES MARKETS, 1995, 15: 265–302.