Article (Scientific journals)
Implied Volatility Sentiment: A Tale of Two Tails
Kräussl, Roman; Félix; Philip, Stork
2019In Quantitative Finance
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Disciplines :
Finance
Author, co-author :
Kräussl, Roman ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Félix
Philip, Stork
External co-authors :
yes
Language :
English
Title :
Implied Volatility Sentiment: A Tale of Two Tails
Publication date :
2019
Journal title :
Quantitative Finance
ISSN :
1469-7696
Publisher :
Taylor & Francis, United Kingdom
Special issue title :
forthcoming
Peer reviewed :
Peer Reviewed verified by ORBi
Focus Area :
Finance
Available on ORBilu :
since 27 November 2019

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