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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Mammen, Enno"
~person:"Shimotsu, Katsumi"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
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