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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial econometrics"
~person:"Gil-Alaña, Luis A."
~person:"Todorov, Viktor"
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Gil-Alaña, Luis A.
Todorov, Viktor
Hansen, Peter Reinhard
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Journal of applied econometrics
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Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
2
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
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