@data{jae.2022327.072232,
author = {Todorov, Viktor and Zhang, Yang},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {information-gains-from-using-shortdated-options-for-measuring-and-forecasting-volatility},
year = {2022},
version = {1},
url = {https://journaldata.zbw.eu/dataset/information-gains-from-using-shortdated-options-for-measuring-and-forecasting-volatility},
doi = "10.15456/jae.2022327.072232" 
}