Information gains from using short-dated options for measuring and forecasting volatility
Viktor Todorov, Yang Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Todorov, Viktor ; Zhang, Yang |
| Subject: | high-frequency data | nonparametric volatility estimation | options | return predictability | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2864 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013165240