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Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Additive models
1
Analysis of variance
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Arbitrage Pricing
1
Arbitrage pricing
1
B-splines
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Backfitting
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Heterogeneous autoregressive model
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Modellierung
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No-arbitrage constraints
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Nonparametric time series analysis
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Option pricing function
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Option pricing theory
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Optionspreistheorie
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Realized variance
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Shape-constrained regression
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Fengler, Matthias
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Fengler, Matthias R.
1
Hin, Lin-Yee
1
Mammen, Enno
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Vogt, Michael
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Journal of econometrics
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
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SFB 373 Discussion Papers
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Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
6
Review of derivatives research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
SFB 649 Discussion Paper
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SFB 649 Discussion Papers
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SFB 649 discussion paper
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Applied quantitative finance
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Diskussionspapier
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Applied quantitative finance : theory and computational tools
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IRTG 1792 Discussion Paper
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Journal of Financial Econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Quantitative Finance
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Review of Derivatives Research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of risk model validation
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University of St. Gallen Department of Economics working paper series 2010
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2022: Big Data in Economics
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Finance research letters
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Financial markets and portfolio management
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Finanzmarkt und Portfolio-Management
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Journal of Econometrics
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Journal of International Money and Finance
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international money and finance
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Journal of risk
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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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Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
2
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-Yee
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 242-261
Persistent link: https://www.econbiz.de/10011339347
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