Paper accepted at JFE

Con­grat­u­la­tions to our af­fil­i­ated fac­ulty mem­ber Rüdi­ger Weber! His pa­per “Im­plied Volat­il­ity Dur­a­tion: A Meas­ure for the Tim­ing of Un­cer­tainty Res­ol­u­tion” has been ac­cep­ted for pub­lic­a­tion at the Journal of Fin­an­cial Eco­nom­ics.

Pa­per: 'Im­plied Volat­il­ity Dur­a­tion: A Meas­ure for the Tim­ing of Un­cer­tainty Res­ol­u­tion'
Au­thors: Rüdi­ger Weber (WU Vi­enna), Chris­tian Sch­lag (Goethe Uni­versity Frank­furt), Ju­lian Thimme (Karls­ruhe In­sti­tute of Tech­no­logy)