EconStor >
Humboldt-Universität zu Berlin >
Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin >
SFB 649 Discussion Papers, HU Berlin >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/25031
  
Title:Common functional implied volatility analysis PDF Logo
Authors:Detlefsen, Kai
Härdle, Wolfgang Karl
Issue Date:2005
Series/Report no.:SFB 649 discussion paper 2005-012
Document Type:Working Paper
Appears in Collections:SFB 649 Discussion Papers, HU Berlin

Files in This Item:
File Description SizeFormat
SFB649DP2005-012_FDA.zipQuantlets4.34 kBZIP
496002937.PDF481.52 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/25031

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.