Journal Article

Intraday Volatility Patterns from Short-Dated Options

journal of econometrics
Author(s)

Viktor Todorov

Yang Zhang

Date Published: 2025
Citations: Todorov, Viktor, Yang Zhang. 2025. Intraday Volatility Patterns from Short-Dated Options. journal of econometrics.
Print

Get to know more about our programs and community.

ATTEND AN EVENT