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SSRNDerivatives & Volatility

No Smiles -Volatility Patterns when Trading is Continuous

Cryptocurrencies show a flat volatility pattern, unlike the U-shaped curve seen in stock markets with limited trading hours.

Featured in No. 96 on 7 May 2025 · 2 days after release · 0 citations today

Released
5 May 2025
First featured
No. 96 · 7 May 2025
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Identifier
SSRN 5243102

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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