A primary goal in modelling the implied volatility surface (IVS) for pricing and hedging aims at reducing complexity. For this purpose one fits the IVS each day and applies a principal component analysis using a functional norm. This approach, however, neglects the degenerated string structure...

For nonparametric autoregression, we investigate a model based bootstrap procedure ("autoregressive bootstrap") that mimics the complete dependence structure of the original time series. We give consistency results for uniform bootstrap confidence bands of the autoregression function based on...