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

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