Work

Predicting stock market volatility: A new measure

Year: 1995

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990150303

Authors: Jeff Fleming, Barbara Ostdiek, Robert E. Whaley

Institutions: Rice University, Duke University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2002497463

FWCI: 7.477

Cites: 38

Cited by: 538

Related to: 10