Options trading based on the forecasting of volatility direction with the incorporation of investor sentiment
Her-Jium Sheu and Yu-Chen Wei
| Year of publication: |
2011
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|---|---|
| Authors: | Sheu, Her-Jium ; Wei, Yu-Chen |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, 2, p. 31-47
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| Subject: | HAR-RV model | investor sentiment | market turnover | options trading | volatility forecasting | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Theorie | Theory | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009313085