17-002/IV - Implied Volatility Sentiment: A Tale of Two Tails
Date: January 13, 2017
Authors: Philip Stork, VU Amsterdam, The Netherlands; Luiz Felix, VU Amsterdam, The Netherlands; Roman Kraussl, University of Luxembourg, Luxembourg
Date: January 13, 2017
Authors: Max van Lent, Erasmus University Rotterdam, The Netherlands; Michiel Souverijn, Erasmus University Rotterdam, The Netherlands
Date: January 13, 2017