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Search: person:"Fengler, Wolfgang"
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Härdle, Wolfgang
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Fengler, Matthias R.
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Mammen, Enno
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
2
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
3
The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
-
2001
Persistent link: https://www.econbiz.de/10001631320
Saved in:
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