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Research Details

Testing for Stationarity of Volatility Curves

Type

Working Paper

Author(s)

Viktor Todorov, Torben Andersen, Zhiyuan Zhang, Yingwen Tan

Date Published

2024

Citations

Todorov, Viktor, Torben Andersen, Zhiyuan Zhang, and Yingwen Tan. 2024. Testing for Stationarity of Volatility Curves.

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