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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Review of derivatives research"
~person:"Bouri, Elie"
~person:"Girma, Sourafel"
~person:"Härdle, Wolfgang"
~source:"econis"
~subject:"United Kingdom"
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Review of derivatives research
SFB 649 discussion paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Energy economics
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Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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