Narrow search
Showing 1 - 3 of 3
Cover Image
Information gains from using short‐dated options for measuring and forecasting volatility
Todorov, Viktor; Zhang, Yang - In: Journal of Applied Econometrics 37 (2021) 2, pp. 368-391
Persistent link: https://www.econbiz.de/10012632845
Cover Image
Bias reduction in spot volatility estimation from options
Todorov, Viktor; Zhang, Yang - In: Journal of econometrics 234 (2023) 1, pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Cover Image
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