Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Phenomenology of Implied V...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Deutschland
3
Financial market
3
Finanzmarkt
3
Germany
3
Multivariate Analyse
3
Multivariate analysis
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Beta risk
2
Betafaktor
2
Econometric model
2
Exchange rate
2
Großbritannien
2
Handelsvolumen der Börse
2
Market microstructure
2
Marktmikrostruktur
2
Measurement
2
Messung
2
Option pricing theory
2
Optionspreistheorie
2
Statistical distribution
2
Statistische Verteilung
2
Trading volume
2
USA
2
United Kingdom
2
United States
2
Wechselkurs
2
Ökonometrisches Modell
2
1979-1994
1
Accounting fraud
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz im Buch
10
Book section
10
Language
All
English
10
Author
All
Härdle, Wolfgang
7
Fengler, Matthias R.
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Bommes, Elisabeth
1
Chen, C.Y.
1
Fengler, Matthias
1
Lee, D.K.C.
1
Linton, M.
1
Mysicková, Alena
1
Okhrin, Ostap
1
Okhrin, Yarema
1
Phoon, K.P.
1
Pigorsch, U.
1
Pigorsch, Uta
1
Raters, F. H. C.
1
Teo, Ernie Gin Swee
1
Wang, Qihua
1
Wang, Weining
1
Zboňáková, L.
1
more ...
less ...
Published in...
All
Applied quantitative finance
SFB 649 discussion paper
189
SFB 373 Discussion Papers
90
SFB 649 Discussion Papers
73
Discussion papers of interdisciplinary research project 373
61
SFB 373 Discussion Paper
56
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
51
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
50
Diskussionspapier
48
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
39
CORE discussion paper : DP
30
Discussion paper / A
27
SFB 649 Discussion Paper
23
CORE Discussion Papers RP
18
Journal of econometrics
18
IRTG 1792 Discussion Paper
16
IRTG 1792 discussion paper
15
Econometric theory
12
Journal of the American Statistical Association : JASA
12
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Center for Economic Research, Tilburg University
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
7
Universitext
7
Journal of Multivariate Analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Quantitative finance
6
Review of derivatives research
6
AStA Advances in Statistical Analysis
5
CORE Discussion Papers
5
Journal of empirical finance
5
Applied quantitative finance : theory and computational tools
4
Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
4
Journal of Financial Econometrics
4
Journal of forecasting
4
Publikationen / Center for Applied Statistics and Economics
4
Research paper series / Swiss Finance Institute
4
SFB
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Least squares kernel smoothing of the implied volatility smile
Fengler, Matthias R.
;
Wang, Qihua
- In:
Applied quantitative finance
,
(pp. 193-207)
.
2009
Persistent link: https://www.econbiz.de/10003746018
Saved in:
2
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
3
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
4
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
5
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
6
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
7
Credit rating score analysis
Härdle, Wolfgang
;
Phoon, K.P.
;
Lee, D.K.C.
- In:
Applied quantitative finance
,
(pp. 223-244)
.
2017
Persistent link: https://www.econbiz.de/10011794964
Saved in:
8
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
9
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
10
Dynamic topic modelling for cryptocurrency community forums
Linton, M.
;
Teo, Ernie Gin Swee
;
Bommes, Elisabeth
; …
- In:
Applied quantitative finance
,
(pp. 355-372)
.
2017
Persistent link: https://www.econbiz.de/10011794972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
