Department of Economics and Business Economics

Torben Gustav Andersen

Exploring Return Dynamics via Corridor Implied Volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Torben Gustav Andersen
  • Oleg Bondarenko, University of Illinois at Chicago, United States
  • Maria T. Gonzalez-Perez, CUNEF, Madrid, Spain
Original languageEnglish
JournalReview of Financial Studies
Volume28
Issue10
Pages (from-to)2902-2945
Number of pages44
ISSN0893-9454
DOIs
Publication statusPublished - 2015
Externally publishedYes

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