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Intraday Periodic Volatility Curves

Authors :
Torben G. Andersen
Tao Su
Viktor Todorov
Zhiyuan Zhang
Source :
Journal of the American Statistical Association. :1-11
Publication Year :
2023
Publisher :
Informa UK Limited, 2023.

Subjects

Subjects :
Statistics and Probability
Statistics, Probability and Uncertainty

Details

ISSN :
1537274X and 01621459
Database :
OpenAIRE
Journal :
Journal of the American Statistical Association
Accession number :
edsair.doi...........c8958244617b9e7429773cd809bc8aad

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