//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fengler, Matthias R."
~subject:"Deutschland"
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 dynamics of hourly electri...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Volatility
9
Volatilität
9
Option pricing theory
7
Optionspreistheorie
7
Black-Scholes model
3
Black-Scholes-Modell
3
Theorie
3
Theory
3
Germany
2
Index futures
2
Index-Futures
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Time series analysis
2
Zeitreihenanalyse
2
option markets
2
stock return predictability
2
topic model
2
1998-2001
1
Common Principal Component Analysis
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Hauptkomponentenanalyse
1
Hedging
1
Implied Volatility Surface
1
Nichtlineare Regression
1
Nonlinear regression
1
Option trading
1
Optionsgeschäft
1
Principal Component Analysis
1
Principal component analysis
1
Risikomaß
1
Risk measure
1
Schock
1
Schätzung
1
Shock
1
Smile
1
backfitting
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fengler, Matthias R.
Härdle, Wolfgang
53
Härdle, Wolfgang Karl
19
Giacomini, Enzo
7
Yang, Lijian
6
Moro, Rouslan A.
5
Müller, Marlene
5
Park, Byeong U.
5
Schäfer, Dorothea
5
Moro, Rouslan
4
Mungo, Julius
4
Silyakova, Elena
4
Timofeev, Roman
4
Trück, Stefan
4
Franke, Jürgen
3
Hafner, Christian M.
3
Kleinow, Torsten
3
Krätschmer, Volker
3
López Cabrera, Brenda
3
Schmidt, Peter
3
Werwatz, Axel
3
Xue, Lan
3
Andriyashin, Anton
2
Burda, Michael C.
2
Cao, Ji
2
Detlefsen, Kai
2
Fengler, Matthias
2
Golubev, Yuri
2
Grith, Maria
2
Handel, Michael
2
Hoffmann, Linda
2
Krüger, Ulrich
2
Okhrin, Yarema
2
Račev, Svetlozar T.
2
Ritov, Ya'acov
2
Schienle, Melanie
2
Spokojnyj, Vladimir G.
2
Stahl, Gerhard
2
Stötzel, Martin
2
Teyssière, Gilles
2
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->