Wolfgang Schadner

Schadner W. (2024). Direct Fit for SVI Implied Volatilities. Journal of Derivatives, (forthcoming).

Schadner W. and Lang S. (2023). The value of expected return persistence. Annals of Finance, 19, 449-476. (ABDC_2022: B; ABS_2021: 2)

Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.

Schadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.

Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.

Lang S. and Schadner W. (2021). The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis. Finance Research Letters, 42(102048), 1-4. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)

Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.

Schadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)

Schadner, W. (2020). An idea of risk-neutral momentum and market fear. Finance Research Letters, 37(101347), 1-6. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)

Traut J. and Schadner W. (2023). Which is Worse: Heavy Tails or Volatility Clusters? (Swiss Finance Institute Research Paper 23-61).

Schadner W. (2023). Return Auto-Correlation as Implied by Option Prices (SSRN Electronic Journal).