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The Phenomenology of Implied V...
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Härdle, Wolfgang
27
Fengler, Matthias R.
5
Mammen, Enno
5
Spokoiny, Vladimir
3
Borak, Szymon
2
Chen, Ying
2
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1
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Journal of the American Statistical Association : JASA
8
Journal of econometrics
5
Econometric theory
4
Review of derivatives research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of the Institute of Statistical Mathematics : AISM
1
Finance and stochastics
1
Finanzmarkt und Portfolio-Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of forecasting
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of risk model validation
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations
Fengler, Matthias R.
;
Schwendner, Peter
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 43-54
Persistent link: https://www.econbiz.de/10005926805
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2
The Dynamics of Implied Volatilities: A Common Principal Components Approach
Fengler, Matthias R.
;
Härdle, Wolfgang K.
;
Villa, …
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10005931028
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3
Static versus dynamic hedges: an empirical comparison for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Nalholm, Morten
; …
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 239
Persistent link: https://www.econbiz.de/10007877250
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4
Price variability and price dispersion in a stable monetary environment: evidence from German retail markets
Fengler, Matthias R.
;
Winter, Joachim K.
- In:
Managerial and decision economics : MDE ; the …
28
(
2007
)
7
,
pp. 789-802
Persistent link: https://www.econbiz.de/10007863224
Saved in:
5
Does hedging with implied volatility factors improve the hedging efficiency of barrier options?
Borak, Szymon
;
Fengler, Matthias R.
;
Härdle, Wolfgang K.
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10009911474
Saved in:
6
Theory and Methods - Semiparametric Regression Analysis With Missing Response at Random
Wang, Qihua
;
Linton, Oliver
;
Härdle, Wolfgang
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
466
,
pp. 334-345
Persistent link: https://www.econbiz.de/10006609898
Saved in:
7
Theory and Methods - Structural Tests in Additive Regression
Härdle, Wolfgang
;
Sperlich, Stefan
;
Spokoiny, Vladimir
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
456
,
pp. 1333-1347
Persistent link: https://www.econbiz.de/10006618556
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8
Theory and Methods - Testing Parametric Versus Semiparametric Modeling in Generalized Linear Models
Härdle, Wolfgang
;
Mammen, Enno
;
Müller, Marlene
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
444
,
pp. 1461-1474
Persistent link: https://www.econbiz.de/10006627919
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9
Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates
Horowitz, Joel L.
;
Härdle, Wolfgang
- In:
Journal of the American Statistical Association : JASA
91
(
1996
)
436
,
pp. 1632-1640
Persistent link: https://www.econbiz.de/10006632742
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10
Theory and Methods - Testing Parametric Versus Semiparametric Modeling in Generalized Linear Models
Härdle, Wolfgang
;
Mammen, Enno
;
Müller, Marlene
- In:
Journal of the American Statistical Association : JASA
19980
,
pp. 1461-1474
Persistent link: https://www.econbiz.de/10006640022
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