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~institution:"International Monetary Fund"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Fengler, Matthias R."
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Fengler, Matthias R.
Gil-Alaña, Luis A.
9
Herwartz, Helmut
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Lütkepohl, Helmut
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
conditional on
information
which is generated by the history of the process. In this chapter we demonstrate how to use the bigarch …
Persistent link: https://www.econbiz.de/10009615423
Saved in:
2
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
3
Price variability and price dispersion in a stable monetary environment : evidence from German retail markets
Fengler, Matthias R.
;
Winter, Joachim
-
2000
microeconomic frictions in price adjustment, whereas price variability appears to be related to costly price search and
information
…
Persistent link: https://www.econbiz.de/10009612033
Saved in:
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