Journal Article

Information Gains from using Short-Dated Options for Volatility Measurement and Forecasting

Journal of Applied Econometrics
Author(s)

Viktor Todorov

Yang Zhang

Date Published: 2022
Citations: Todorov, Viktor, Yang Zhang. 2022. Information Gains from using Short-Dated Options for Volatility Measurement and Forecasting. Journal of Applied Econometrics. 368-391.