Implied volatility sentiment: a tale of two tails (Q4991061)
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scientific article; zbMATH DE number 7353668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied volatility sentiment: a tale of two tails |
scientific article; zbMATH DE number 7353668 |
Statements
Implied volatility sentiment: a tale of two tails (English)
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2 June 2021
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sentiment
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implied volatility
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equity-risk premium
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reversals
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predictability
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machine learning
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