Journal Article

Intraday Periodic Volatility Curves

Journal of the American Statistical Association
Author(s)

Viktor Todorov

Torben Gustav Andersen

Tao Su

Zhiyuan Zhang

Date Published: 2024
Citations: Todorov, Viktor, Torben Gustav Andersen, Tao Su, Zhiyuan Zhang. 2024. Intraday Periodic Volatility Curves. Journal of the American Statistical Association.
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