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  2. Fengler, Matthias [Author]; Winter, Joachim [Author] ; Papastefanou, Georgios [Editor]; Schmidt, Peter [Editor]; Börsch-Supan, Axel [Editor]; Lüdtke, Hartmut [Editor]; Oltersdorf, Ulrich [Editor] Zentrum für Umfragen, Methoden und Analysen -ZUMA-

    Price-setting and price-adjustment behavior for fast-moving consumer goods

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    Mannheim, 2001

    Published in: Social and economic research with consumer panel data : proceedings of the first ZUMA Symposium on Consumer Panel Data, 5 and 6 October 1999 ; Bd. 7- ZUMA-Nachrichten Spezial ; Bd. 7

  5. Fengler, Matthias [Author]; Polivka, Jeannine [Author]

    Structural volatility impulse response analysis

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    St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, [2022]

    Published in: Universität St. Gallen: Discussion paper ; 2022,11

  6. Fengler, Matthias [Author]; Polivka, Jeannine [Author]

    Identifying structural shocks to volatility through a proxy-MGARCH model

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    St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, 2021

    Published in: Universität St. Gallen: Discussion paper ; 2021,3

  7. Fengler, Matthias R. [Author] ; Härdle, Wolfgang K. [Other]; Mammen, Enno [Other]

    A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics

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    [S.l.]: SSRN, [2017]

    Published in: SFB 649 Discussion Paper 2005-020

  8. Fengler, Matthias [Author]; Melnikov, Alexander [Author]

    GARCH option pricing models with Meixner innovations

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    St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, Feb 2017

    Published in: Universität St. Gallen: Discussion paper ; 2017,2

  9. Dare, Wale [Author]; Fengler, Matthias [Author]

    Global estimation of realized spot volatility in the presence of price jumps

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    St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, [2017]

    Published in: Universität St. Gallen: Discussion paper ; 2017,15

  10. Fengler, Matthias R. [Author] ; Herwartz, Helmut [Other]

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

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    [S.l.]: SSRN, [2016]

  11. Fengler, Matthias [Author]; Herwartz, Helmut [Author]

    Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models

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    St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, Jul 2015

    Published in: Universität St. Gallen: Discussion paper ; 2015,17

  12. Fengler, Matthias R. [Author] ; Hin, Lin-Yee [Other]

    Semi-Nonparametric Estimation of the Call Price Surface Under Strike and Time-to-expiry No-Arbitrage Constraints

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    [S.l.]: SSRN, [2015]

  17. Kühn, Matthias [Author] ; Salzwedel, Horst [Degree supervisor]; Fengler, Wolfgang [Degree supervisor]; Wenzel, Sigrid [Degree supervisor] Technische Universität Ilmenau

    Abteilungsübergreifende Termin- und Reihenfolgeplanung in Krankenhäusern mittels multichromosomaler, künstlicher Evolution

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    Ilmenau: Universitätsbibliothek, [2017?]

  18. Fengler, Matthias [Author]; Tri Minh Phan [Author]

    A topic model for 10-K management disclosures

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    St. Gallen: School of Economics and Political Science, Department of Economics, University of St.Gallen, [2023]

    Published in: Universität St. Gallen: Discussion paper ; 2023,7

  19. Fengler, Matthias R. [Author]; Okhrin, Ostap [Author]

    Realized copula

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    Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2012