Todorov-Zhang-JAE-2021.csv
Creators:
Viktor Todorov
;
Yang Zhang
From the dataset abstract
We study the gains from using short-dated options for volatility measurement and forecasting. Using option portfolios, we estimate nonparametrically spot volatility under weak assumptions...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8d659b62-af26-447a-a337-d9a84d65f647/resource/a56f712d-1918-425f-890f-042402fd15f4/download/todorov-zhang-jae-2021.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
