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2014 — High Dimensional Nonstationary Time Series
www.wiwi.hu-berlin.de
Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series Info. Humboldt ... Matthias Fengler: University of St. Gallen: SPA1, Room 401:
Semiparametric Modeling of Implied Volatility - Skyline University ...skylineuniversity.ac.ae › external-resources › business
skylineuniversity.ac.ae
49 (1), 2007) About The Author Matthias Fengler took his PhD in Finance at the Humboldt-Universität zu Berlin and is now a quantitative analyst at Sal.
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