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Fengler, Matthias R.
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Herwartz, Helmut
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Schmidt, Peter
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Applied quantitative finance : theory and computational tools
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Discussion papers of interdisciplinary research project 373
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
6
Review of derivatives research
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
SFB 649 Discussion Paper
4
SFB 649 Discussion Papers
4
SFB 649 discussion paper
4
Applied quantitative finance
3
Diskussionspapier
3
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
3
IRTG 1792 Discussion Paper
2
Journal of Financial Econometrics
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Managerial and decision economics : MDE ; the international journal of research and progress in management economics
2
Quantitative Finance
2
Review of Derivatives Research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of risk model validation
2
University of St. Gallen Department of Economics working paper series 2010
2
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2022: Big Data in Economics
1
Finance research letters
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
Journal of Econometrics
1
Journal of International Money and Finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of international money and finance
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Journal of risk
1
Managerial and Decision Economics
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Munich Reprints in Economics
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Oxford bulletin of economics and statistics
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SFB 649 Discussion Paper 2005-020
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SFB 649 Discussion Paper 2005-022
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The analysis of implied volatilities
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
- In:
Applied quantitative finance : theory and computational …
,
(pp. 127-144)
.
2002
Persistent link: https://www.econbiz.de/10001749982
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2
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
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