---
title: Duration Volatility Estimation
url: https://www.ml-quant.com/papers/ssrn/4850075/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4850075
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4850075
featured: 2024-06-05
citations: unknown
topic: Derivatives & Volatility
---


# Duration Volatility Estimation

The paper introduces a new method for estimating volatility using intraday price durations, which is more accurate than previous methods.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4850075
- Identifier: SSRN 4850075
- Released: 2024-05-31
- First featured: Quant Letter No. 52 (2024-06-05): https://www.ml-quant.com/issues/2024-06-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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