The information content of option-implied information for volatility forecasting with investor sentiment
Sung Won Seo; Jun Sik Kim
| Year of publication: |
2015
|
|---|---|
| Authors: | Seo, Sung Won ; Kim, Jun Sik |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 106-120
|
| Subject: | Investor sentiment | Risk-neutral skewness | Implied volatility | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Informationswert | Information value | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| 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/10010509134