Implied Volatility Sentiment: A Tale of Two Tails

P.A. Stork, L.F. Fortes Felix, R.G.W. Kraeussl

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages48
Publication statusPublished - 2017

Publication series

NameTinbergen Institute Discussion Paper
No.17-002/IV

Cite this

Stork, P. A., Fortes Felix, L. F., & Kraeussl, R. G. W. (2017). Implied Volatility Sentiment: A Tale of Two Tails. (Tinbergen Institute Discussion Paper; No. 17-002/IV). Amsterdam: Tinbergen Institute.
Stork, P.A. ; Fortes Felix, L.F. ; Kraeussl, R.G.W. / Implied Volatility Sentiment: A Tale of Two Tails. Amsterdam : Tinbergen Institute, 2017. (Tinbergen Institute Discussion Paper; 17-002/IV).
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Stork, PA, Fortes Felix, LF & Kraeussl, RGW 2017 'Implied Volatility Sentiment: A Tale of Two Tails' Tinbergen Institute Discussion Paper, no. 17-002/IV, Tinbergen Institute, Amsterdam.

Implied Volatility Sentiment: A Tale of Two Tails. / Stork, P.A.; Fortes Felix, L.F.; Kraeussl, R.G.W.

Amsterdam : Tinbergen Institute, 2017. (Tinbergen Institute Discussion Paper; No. 17-002/IV).

Research output: Working paperAcademic

TY - UNPB

T1 - Implied Volatility Sentiment: A Tale of Two Tails

AU - Stork, P.A.

AU - Fortes Felix, L.F.

AU - Kraeussl, R.G.W.

PY - 2017

Y1 - 2017

M3 - Working paper

T3 - Tinbergen Institute Discussion Paper

BT - Implied Volatility Sentiment: A Tale of Two Tails

PB - Tinbergen Institute

CY - Amsterdam

ER -

Stork PA, Fortes Felix LF, Kraeussl RGW. Implied Volatility Sentiment: A Tale of Two Tails. Amsterdam: Tinbergen Institute. 2017. (Tinbergen Institute Discussion Paper; 17-002/IV).