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

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

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

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

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

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

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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

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

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

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

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

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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

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

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

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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

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Characterizing Energy Expenditure During Sedentary Behavior After Stroke von Verschuren, Olaf, PhD, de Haan, Femke, MSc, Mead, Gillian, MD, Fengler, Ben, MPA, Visser-Meily, Anne, PhD

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

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

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Price variability and price dispersion in a stable monetary environment: evidence from German retail markets von Fengler, Matthias R., Winter, Joachim K.

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Semiparametric Modeling of Implied Volatility von Fengler, Matthias

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