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Search: person:"Fengler, Matthias"
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Estimation theory
Volatilität
50
Volatility
46
Theorie
34
Optionspreistheorie
32
Theory
31
Option pricing theory
29
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20
Germany
19
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No-arbitrage constraints
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Backfitting
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Großbritannien
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English
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Fengler, Matthias R.
3
Fengler, Matthias
2
Hin, Lin-Yee
2
Hin, Lin-yee
1
Mammen, Enno
1
Polivka, Jeannine
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Vogt, Michael
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Finance research letters
1
Journal of econometrics
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ECONIS (ZBW)
5
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1
Structural volatility impulse response analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2022
Persistent link: https://www.econbiz.de/10013399810
Saved in:
2
A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias
;
Hin, Lin-Yee
- In:
Finance research letters
15
(
2015
),
pp. 78-84
Persistent link: https://www.econbiz.de/10011552971
Saved in:
3
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
Saved in:
4
A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias R.
;
Hin, Lin-yee
-
2014
Persistent link: https://www.econbiz.de/10010439175
Saved in:
5
Additive modeling of realized variance : tests for parametric specifications and structural breaks
Fengler, Matthias R.
;
Mammen, Enno
;
Vogt, Michael
-
2013
Persistent link: https://www.econbiz.de/10010244914
Saved in:
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