Smile in motion: an intraday analysis of asymmetric implied volatility (Q4586448)
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scientific article; zbMATH DE number 6935946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Smile in motion: an intraday analysis of asymmetric implied volatility |
scientific article; zbMATH DE number 6935946 |
Statements
Smile in motion: An intraday analysis of asymmetric implied volatility (English)
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13 September 2018
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volatility smile
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implied volatility
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leverage effect
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index options
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high-frequency data
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0.7780993580818176
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0.7744190692901611
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0.7666832208633423
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0.7663673162460327
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0.7463024258613586
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