Improving implied volatility predictability in the cross-section of firm characteristics

Additional Metadata
Keywords	Options; Implied volatility; Black-Scholes; Neural networks; Firm characteristics
Thesis Advisor	Freire, G
Persistent URL	hdl.handle.net/2105/71207
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA 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	Schumans, L. (2024, January 24). Improving implied volatility predictability in the cross-section of firm characteristics. Econometrie. Retrieved from http://hdl.handle.net/2105/71207

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