The realized local volatility surface
The article introduces the realized local volatility surface, a new concept that uses high-frequency trading data to predict market volatility, using Tesla's data as a successful example.
Featured in No. 94 on 23 Apr 2025 · 1 day after release · 0 citations today · published in Journal of Investment Strategies
- Released
- 22 Apr 2025
- First featured
- No. 94 · 23 Apr 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Journal of Investment Strategies
- Shares when featured
- 27
- Identifier
- doi:10.21314/JOIS.2023.003
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).