Volatility forecast incorporating investors' sentiment and its application in options trading strategies : a behavioural finance approach at Nifty 50 index
Kelvin Mutum
Year of publication: |
2020
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Authors: | Mutum, Kelvin |
Published in: |
Vision : the journal of business perspective. - London [u.a.] : Sage Publ., ISSN 2249-5304, ZDB-ID 2220768-5. - Vol. 24.2020, 2, p. 217-227
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Subject: | Behavioural Finance | Options Trading Strategies | Investors’Sentiment | Volatility Forecasting | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzanalyse | Financial analysis |
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