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~isPartOf:"Review of derivatives research"
~person:"Härdle, Wolfgang"
~person:"Narayan, Paresh Kumar"
~person:"Todorov, Viktor"
~subject:"Share price"
~subject:"Shock"
~subject:"Volatility"
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Review of derivatives research
Journal of econometrics
8
SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of international financial markets, institutions & money
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Digital finance : smart data analytics, investment innovation, and financial technology
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International journal of forecasting
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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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