Journal Article

Volatility of Volatility and Leverage Effect from Options

Journal of Econometrics
Author(s)

Viktor Todorov

Carsten Chong

Date Published: 2024
Citations: Todorov, Viktor, Carsten Chong. 2024. Volatility of Volatility and Leverage Effect from Options. Journal of Econometrics. 105669.
Print

Get to know more about our programs and community.

ATTEND AN EVENT