A macroeconomic PCA factor model for equity index options

Additional Metadata
Keywords	Principal Component Analysis, Macroeconomic Indicators, Implied Volatility
Thesis Advisor	Cosemans, Mathijs, Ralcheva, Aleksandrina
Persistent URL	hdl.handle.net/2105/79675
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	Huovinen, Oliver. (2025). A macroeconomic PCA factor model for equity index options. In Finance & Investments.http://hdl.handle.net/2105/79675

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