Arbitrage-free smoothing of the implied volatility surface von Fengler, Matthias R.

Volltext

Applied Multivariate Statistical Analysis von Härdle, Wolfgang Karl, Simar, Léopold, Fengler, Matthias R

Volltext

Measuring Spot Variance Spillovers when (Co)variances are Time‐varying – The Case of Multivariate GARCH Models von Fengler, Matthias R., Herwartz, Helmut

Volltext

GARCH option pricing models with Meixner innovations von Fengler, Matthias R., Melnikov, Alexander

Volltext

Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data von Audrino, Francesco, Fengler, Matthias R.

Volltext

Monitoring consumption Switzerland: data, background, and use cases von Brown, Martin, Fengler, Matthias R., Huwyler, Jonas, Koeniger, Winfried, Lalive, Rafael, Rohrkemper, Robert

Volltext

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints von Fengler, Matthias R., Hin, Lin-Yee

Volltext

A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew von Fengler, M. R., Herwartz, H., Werner, C.

Volltext

Specification and structural break tests for additive models with applications to realized variance data von Fengler, M.R., Mammen, E., Vogt, M.

Volltext

A simple and general approach to fitting the discount curve under no-arbitrage constraints von Fengler, Matthias R., Hin, Lin-Yee

Volltext

A variance spillover analysis without covariances: What do we miss? von Fengler, Matthias R., Gisler, Katja I.M.

Volltext

Media-expressed tone, option characteristics, and stock return predictability von Chen, Cathy Yi-Hsuan, Fengler, Matthias R., Härdle, Wolfgang Karl, Liu, Yanchu

Volltext

Semiparametric Modeling of Implied Volatility von Fengler, Matthias

Volltext

The Dynamics of Implied Volatilities: A Common Principal Components Approach von Fengler, Matthias R., Härdle, Wolfgang K., Villa, Christophe

Volltext

A semiparametric factor model for implied volatility surface dynamics von Fengler, Matthias R., Härdle, Wolfgang K., Mammen, Enno

Volltext

Pain in pediatric oncology – children’s and parents’ perspectives von Zernikow, Boris, Meyerhoff, Ulrike, Michel, Erik, Wiesel, Thomas, Hasan, Carola, Janssen, Gisela, Kuhn, Nana, Kontny, Udo, Fengler, Rüdiger, Görtitz, Irene, Andler, Werner

Volltext

Managing risk with a realized copula parameter von Fengler, Matthias R., Okhrin, Ostap

Volltext

Action potential simulation (APS) in patients with fibromyalgia syndrome (FMS): a controlled single subject experimental design von Fengler, R K B, Jacobs, J W G, Bac, M, van Wijck, A J M, van Meeteren, N L U

Volltext

Compensating Weakness of the Quadriceps Muscles Due to Poliomyelitis Using a Custom-Made Orthopedic Shoe von Fengler, Reinoud K. B., Holtslag, Herman R.

Volltext

Static versus dynamic hedges: an empirical comparison for barrier options von Engelmann, Bernd, Fengler, Matthias R., Nalholm, Morten, Schwendner, Peter

Volltext