Volatility Forecasting and Trading based on Implied Volatility Percentiles.

Additional Metadata
Keywords	Options, Implied Volatility, Implied Volatility Percentile, Straddles, time-series mean reversion, cross-sectional mean reversion
Thesis Advisor	Cosemans, Mathijs, Jansen, Jeroen
Persistent URL	hdl.handle.net/2105/40221
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Ginis, Daniel. (2017). Volatility Forecasting and Trading based on Implied Volatility Percentiles. In Finance & Investments.http://hdl.handle.net/2105/40221

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