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subject:"Volatilität"
person:"Audrino, Francesco"
~subject:"Nichtparametrisches Verfahren"
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Audrino, Francesco
Linton, Oliver
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Dette, Holger
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Ullah, Aman
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Van Keilegom, Ingrid
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Lee, Sokbae
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Linton, Oliver B.
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Chernozhukov, Victor
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
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