Predictability of Realised Volatility in relation to Implied Volatility Skew and Jumps

Additional Metadata
Keywords	Jumps, Options, Implied Volatility, 3SLS
Thesis Advisor	Alexandrou, George, Cosemans, Mathijs
Persistent URL	hdl.handle.net/2105/69563
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	van der Kroft, Just. (2023). Predictability of Realised Volatility in relation to Implied Volatility Skew and Jumps. In Finance & Investments.http://hdl.handle.net/2105/69563

Publication