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"Implied Volatility Duration" accepted for publication in the JFE

posted Jan 30, 2020, 3:24 AM by Julian Thimme   [ updated Jan 30, 2020, 3:25 AM ]
My paper "Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution", coauthored by Christian Schlag and Rüdiger Weber, is accepted for publication in the Journal of Financial Economics.
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