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Number of items: 2.


Fengler, Matthias R. ; Mammen, Enno ; Vogt, Michael (2015) Specification and structural break tests for additive models with applications to realized variance data. Journal of Econometrics Amsterdam [u.a.] 188 1 196-218 [Article]

Mammen, Enno ; Fengler, Matthias R. ; Härdle, Wolfgang (2007) A semiparametric factor model for implied volatility surface dynamics. Journal of Financial Econometrics Oxford 5 2 189-218 [Article]

This list was created automatically on Mon Jan 30 04:37:08 2023 CET