Intraday Periodic Volatility Curves

Torben G. Andersena Kellogg School of Management, Northwestern University, NBER, and CREATES, Evanston, USAView further author information

Tao Sub School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, ChinaView further author information

Viktor Todorovc Kellogg School of Management, Northwestern University, Evanston, USACorrespondence[email protected]
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Zhiyuan Zhangd School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, ChinaView further author information

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