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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Universitext"
~person:"Härdle, Wolfgang"
~subject:"Germany"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Universitext
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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
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2004
Persistent link: https://www.econbiz.de/10002071301
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