Intraday volatility patterns from short-dated options (Q6854616)
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scientific article; zbMATH DE number 8162960
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| English | Intraday volatility patterns from short-dated options |
scientific article; zbMATH DE number 8162960 |
Statements
Intraday volatility patterns from short-dated options (English)
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24 February 2026
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calendar effect
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in-fill asymptotics
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intraday volatility pattern
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nonparametric volatility estimation
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short-dated options
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