Implied volatility sentiment : a tale of two tails
Luiz Félix, Roman Kräussl and Philip Stork
| Year of publication: |
2020
|
|---|---|
| Authors: | Félix, Luiz ; Kräussl, Roman ; Stork, Philip |
| Subject: | Equity-risk premium | Implied volatility | Machine learning | Predictability | Reversals | Sentiment | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1696018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262625