-
1دورية أكاديمية
المؤلفون: Martin Brown, Matthias R. Fengler, Jonas Huwyler, Winfried Koeniger, Rafael Lalive, Robert Rohrkemper
المصدر: Swiss Journal of Economics and Statistics, Vol 159, Iss 1, Pp 1-16 (2023)
مصطلحات موضوعية: Monitoring, Consumption, Payment data, COVID-19, Statistics, HA1-4737, Economics as a science, HB71-74
وصف الملف: electronic resource
Relation: https://doaj.org/toc/2235-6282
-
2
مصطلحات موضوعية: Economics and Econometrics, Control and Optimization, Applied Mathematics, Economics, Econometrics, Predictive power, Predictability, Stock return, Tone (literature), Stock (geology)
وصف الملف: application/pdf
-
3دورية أكاديمية
المؤلفون: Matthias R. Fengler, Alexander Melnikov
المصدر: Springer, Review of Derivatives Research. 21(3):277-305
-
4دورية أكاديمية
المؤلفون: Matthias R. Fengler, Helmut Herwartz
المصدر: Department of Economics, University of Oxford, Oxford Bulletin of Economics and Statistics. 80(1):135-159
-
5
المؤلفون: Matthias R. Fengler, Alexander Melnikov
المصدر: Review of Derivatives Research. 21:277-305
مصطلحات موضوعية: 050208 finance, Autoregressive conditional heteroskedasticity, 05 social sciences, Economics, Econometrics and Finance (miscellaneous), 01 natural sciences, Esscher transform, 010104 statistics & probability, Skewness, Valuation of options, 0502 economics and business, Kurtosis, Econometrics, Benchmark (computing), Economics, Finite difference methods for option pricing, 0101 mathematics, Finance
-
6
المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: Risk premium, Econometrics, Predictive power, Equity (finance), Economics, Volatility (finance), Predictability, Stock return, Tone (literature), Stock (geology)
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::200384c04fb76fb315a49e0f08b8eded
https://doi.org/10.2139/ssrn.3658099 -
7
المؤلفون: Matthias R. Fengler, Ostap Okhrin
المصدر: Computational Statistics & Data Analysis
مصطلحات موضوعية: Statistics and Probability, Covariance matrix, Realized variance, Applied Mathematics, 05 social sciences, 01 natural sciences, Copula (probability theory), 010104 statistics & probability, Computational Mathematics, Computational Theory and Mathematics, Autoregressive model, 0502 economics and business, Econometrics, Portfolio, 0101 mathematics, Time series, Value at risk, 050205 econometrics, Mathematics
-
8
المؤلفون: Matthias R. Fengler, Enno Mammen, Michael Vogt
المصدر: Journal of Econometrics
مصطلحات موضوعية: Economics and Econometrics, Autoregressive model, Realized variance, Applied Mathematics, Component (UML), Structural break, Econometrics, Nonparametric statistics, Linearity, Function (mathematics), Additive model, Mathematics
-
9
المؤلفون: Matthias R. Fengler, Lin-Yee Hin
المصدر: Journal of Econometrics. 184:242-261
مصطلحات موضوعية: Computer Science::Computer Science and Game Theory, Economics and Econometrics, Efficiency, Consistency (statistics), Applied Mathematics, Econometrics, Nonparametric statistics, Estimator, Call option, Quadratic programming, Bivariate analysis, Arbitrage, Mathematics
-
10
المؤلفون: Matthias R. Fengler, Francesco Audrino
المصدر: Journal of Banking and Finance
مصطلحات موضوعية: Economics and Econometrics, Variance swap, 050208 finance, Index (economics), Stochastic volatility, jel:C52, Realized variance, Jump diffusion, 05 social sciences, Black–Scholes model, Implied volatility, jel:G13, Option pricing, high frequency data, realized variance, stochastic volatility, jel:C58, Heston model, jel:G17, Valuation of options, 0502 economics and business, Economics, Econometrics, Asset (economics), 050207 economics, Finance, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e0eb76bb21295e861eec2790343249e4