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://jda-test.zbw.eu/dataset/6cb638df-25a3-4c5d-8177-257439d8b90f/resource/9e3f56e0-e0e7-41d7-a989-b2a8a5ede179/download/todorov-zhang-jae-2021.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
