Matthias R. Fengler: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

Arbitrage-free smoothing of the implied volatility surface

Fengler, Matthias R.

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 260 KB

english, 2009

2

Static versus dynamic hedges: an empirical comparison for barrier options

Bernd Engelmann, Matthias R. Fengler, Morten Nalholm, Peter Schwendner

Journal:

Review of Derivatives Research

Year:

2006

Language:

english

File:

PDF, 577 KB

english, 2006

3

Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations

Fengler, Matthias R, Schwendner, Peter

Journal:

The Journal of Derivatives

Year:

2004

Language:

english

File:

PDF, 305 KB

english, 2004

4

Static hedges for reverse barrier options with robustness against skew risk: an empirical analysis

Maruhn, Jan H., Nalholm, Morten, Fengler, Matthias R.

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 511 KB

english, 2011

5

Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data

Audrino, Francesco, Fengler, Matthias R.

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.02 MB

english, 2015

6

Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data

Audrino, Francesco, Fengler, Matthias R.

Journal:

Journal of Banking & Finance

Year:

2015

File:

PDF, 1.02 MB

2015

7

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints

Fengler, Matthias R., Hin, Lin-Yee

Journal:

Journal of Econometrics

Year:

2015

Language:

english

File:

PDF, 1.03 MB

english, 2015

8

A simple and general approach to fitting the discount curve under no-arbitrage constraints

Fengler, Matthias R., Hin, Lin-Yee

Journal:

Finance Research Letters

Year:

2015

Language:

english

File:

PDF, 338 KB

english, 2015

9

The Dynamics of Implied Volatilities: A Common Principal Components Approach

Matthias R. Fengler, Wolfgang K. Härdle, Christophe Villa

Journal:

Review of Derivatives Research

Year:

2003

Language:

english

File:

PDF, 241 KB

english, 2003

10

Computer Keyboard and Mouse as a Reservoir of Pathogens in an Intensive Care Unit

Bernd Hartmann, Matthias Benson, Axel Junger, Lorenzo Quinzio, Rainer Röhrig, Bernhard Fengler, Udo W. Färber, Burkhard Wille, Gunter Hempelmann

Journal:

Journal of Clinical Monitoring and Computing

Year:

2004

Language:

english

File:

PDF, 97 KB

english, 2004

11

Cardiac magnetic resonance assessment of central and peripheral vascular function in patients undergoing renal sympathetic denervation as predictor for blood pressure response

Fengler, Karl, Rommel, Karl-Philipp, Blazek, Stephan, Von Roeder, Maximilian, Besler, Christian, Lücke, Christian, Gutberlet, Matthias, Steeden, Jennifer, Quail, Michael, Desch, Steffen, Thiele, Holge

Journal:

Clinical Research in Cardiology

Year:

2018

Language:

english

File:

PDF, 1.36 MB

english, 2018

12

Closure of Iatrogenic Atrial Septal Defect Following Transcatheter Mitral Valve Repair: The Randomized MITHRAS Trial

Lurz, Philipp, Unterhuber, Matthias, Rommel, Karl-Philipp, Kresoja, Karl-Patrik, Kister, Tobias, Besler, Christian, Fengler, Karl, Sandri, Marcus, Daehnert, Ingo, Thiele, Holger, von Roeder, Maximilia

Journal:

Year:

2020

File:

PDF, 1.65 MB

2020

13

Right atrial–right ventricular coupling in heart failure with preserved ejection fraction

von Roeder, Maximilian, Kowallick, Johannes Tammo, Rommel, Karl-Philipp, Blazek, Stephan, Besler, Christian, Fengler, Karl, Lotz, Joachim, Hasenfuß, Gerd, Lücke, Christian, Gutberlet, Matthias, Thiele

Journal:

Clinical Research in Cardiology

Year:

2019

File:

PDF, 1.64 MB

2019

14

Common factors governing VDAX movements and the maximum loss

Matthias Fengler, Wolfgang Härdle, Peter Schmidt

Journal:

Financial Markets and Portfolio Management

Year:

2002

Language:

english

File:

PDF, 127 KB

english, 2002

15

GARCH option pricing models with Meixner innovations

Fengler, Matthias R., Melnikov, Alexander

Journal:

Review of Derivatives Research

Year:

2017

Language:

english

File:

PDF, 1.38 MB

english, 2017

16

Right atrial–right ventricular coupling in heart failure with preserved ejection fraction

von Roeder, Maximilian, Kowallick, Johannes Tammo, Rommel, Karl-Philipp, Blazek, Stephan, Besler, Christian, Fengler, Karl, Lotz, Joachim, Hasenfuß, Gerd, Lücke, Christian, Gutberlet, Matthias, Thiele

Journal:

Clinical Research in Cardiology

Year:

2019

Language:

english

File:

PDF, 1.64 MB

english, 2019

17

A Variance Spillover Analysis Without Covariances: What Do We Miss?

Fengler, Matthias R., Gisler, Katja I. M.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 924 KB

english, 2014

18

Price Rigidity and Flexibility: New Empirical Evidence || Price Variability and Price Dispersion in a Stable Monetary Environment: Evidence from German Retail Markets

Matthias R. Fengler and Joachim K. Winter

Journal:

Managerial and Decision Economics

Year:

2007

Language:

english

File:

PDF, 2.09 MB

english, 2007

19

Influence of Left Atrial Function on Exercise Capacity and Left Ventricular Function in Patients With Heart Failure and Preserved Ejection FractionCLINICAL PERSPECTIVE

von Roeder, Maximilian, Rommel, Karl-Philipp, Kowallick, Johannes Tammo, Blazek, Stephan, Besler, Christian, Fengler, Karl, Lotz, Joachim, Hasenfuß, Gerd, Lücke, Christian, Gutberlet, Matthias, Schule

Journal:

Circulation Cardiovascular Imaging

Year:

2017

Language:

english

File:

PDF, 1.00 MB

english, 2017

20

Measuring Spot Variance Spillovers When (Co)Variances are Time-Varying - The Case of Multivariate GARCH Models

Fengler, Matthias R., Herwartz, Helmut

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.26 MB

english, 2016

21

A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics

Fengler, Matthias R., Mammen, Enno

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 1.45 MB

english, 2005

22

A variance spillover analysis without covariances: What do we miss?

Fengler, Matthias R., Gisler, Katja I.M.

Journal:

Journal of International Money and Finance

Year:

2015

Language:

english

File:

PDF, 1.82 MB

english, 2015

23

Price variability and price dispersion in a stable monetary environment: evidence from German retail markets

Matthias R. Fengler, Joachim K. Winter

Journal:

Managerial and Decision Economics

Year:

2007

Language:

english

File:

PDF, 190 KB

english, 2007

24

Measuring Spot Variance Spillovers when (Co)variances are Time-varying - The Case of Multivariate GARCH Models

Fengler, Matthias R., Herwartz, Helmut

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2017

Language:

english

File:

PDF, 1.82 MB

english, 2017

25

Managing risk with a realized copula parameter

Fengler, Matthias R., Okhrin, Ostap

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 2.79 MB

english, 2014

26

Synthesis of Glycosidase-Inhibiting Iminopolyols Via Isoxazolines1,2

Volker Jäger, Rudolf Müller, Thomas Leibold, Matthias Hein, Marietta Schwarz, Marion Fengler, Libuse Jaroskova, Michael Pätzel, Pierre-Yves Leroy

Journal:

Bulletin des Sociétés Chimiques Belges

Year:

1994

Language:

english

File:

PDF, 1.02 MB

english, 1994

27

Extracellular Volume Fraction for Characterization of Patients With Heart Failure and Preserved Ejection Fraction

Rommel, Karl-Philipp, von Roeder, Maximilian, Latuscynski, Konrad, Oberueck, Christian, Blazek, Stephan, Fengler, Karl, Besler, Christian, Sandri, Marcus, Lücke, Christian, Gutberlet, Matthias, Linke,

Journal:

Journal of the American College of Cardiology

Year:

2016

Language:

english

File:

PDF, 1.78 MB

english, 2016

28

Response by von Roeder et al to Letter Regarding Article, “Influence of Left Atrial Function on Exercise Capacity and Left Ventricular Function in Patients With Heart Failure and Preserved Ejection Fraction”

von Roeder, Maximilian, Rommel, Karl-Philipp, Kowallick, Johannes Tammo, Blazek, Stephan, Besler, Christian, Fengler, Karl, Lotz, Joachim, Hasenfuß, Gerd, Lücke, Christian, Gutberlet, Matthias, Schule

Journal:

Circulation Cardiovascular Imaging

Year:

2017

Language:

english

File:

PDF, 295 KB

english, 2017

29

Physiological and Clinical Consequences of Right Ventricular Volume Overload Reduction After Transcatheter Treatment for Tricuspid Regurgitation

Rommel, Karl-Philipp, Besler, Christian, Noack, Thilo, Blazek, Stephan, von Roeder, Maximilian, Fengler, Karl, Ender, Joerg, Gutberlet, Matthias, Desch, Steffen, Borger, Michael Andrew, Thiele, Holger

Journal:

Journal of the American College of Cardiology: Cardiovascular Interventions

Year:

2019

Language:

english

File:

PDF, 1.15 MB

english, 2019

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски