Author

Wolfgang Schadner

Observed name: Schadner, Wolfgang

Institution: University of Liechtenstein

Observed institutions: University of Liechtenstein, Universität Innsbruck, University of St.Gallen

ORCID: 0000-0002-4694-2971

Observed ORCID: 0000-0002-4694-2971

OpenAlex ID: A5006208736

On the persistence of market sentiment: A multifractal fluctuation analysis

2021 · Wolfgang Schadner · Physica A Statistical Mechanics and its Applications · 31

The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis

2021 · Sebastian Lang, Wolfgang Schadner · Finance research letters · 17

U.S. Politics from a multifractal perspective

2021 · Wolfgang Schadner · Chaos Solitons & Fractals · 7

An idea of risk-neutral momentum and market fear

2019 · Wolfgang Schadner · Finance research letters · 7

Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix

2020 · Wolfgang Schadner · Finance research letters · 3

Forward Looking Up-/Down Correlations

2020 · Wolfgang Schadner · Quantitative Finance and Economics · 3

An Explicit Solution to Black-Scholes Implied Volatility

2026 · Schadner, Wolfgang · arXiv (Cornell University) · 2

Hard forks, hard questions: Unraveling the microstructure effects on Bitcoin’s return, volume, and volatility

2025 · Matthew Jenni, Wolfgang Schadner, et al. · Economics Letters · 2

Focus regression for multifractal analysis

2026 · Wolfgang Schadner · Chaos Solitons & Fractals · 1

Direct Fit for SVI Implied Volatilities

2023 · Wolfgang Schadner · The Journal of Derivatives · 1

The value of expected return persistence

2023 · Wolfgang Schadner, Sebastian Lang · Annals of Finance · 1

Which is Worse: Heavy Tails or Volatility Clusters?

2023 · Joshua Traut, Wolfgang Schadner · SSRN Electronic Journal · 1

A general technique for explicit quantile representations

2026 · Schadner, Wolfgang · arXiv (Cornell University)

Implied volatility as a quantile

2026 · Wolfgang Schadner · Quantitative Finance

Option-implied Hurst exponent for FX timing

2026 · Sebastian Petric, Wolfgang Schadner · Finance research letters

An Explicit Solution to Black-Scholes Implied Volatility

2026 · Wolfgang Schadner · SSRN Electronic Journal

The Event Clock: Identifying Physical Information from State Prices

2026 · Michael Hanke, Wolfgang Schadner, et al. · SSRN Electronic Journal

Curvature Defect and Rigidity for Thorin-Bernstein Functions

2026 · Wolfgang Schadner · SSRN Electronic Journal

Moneyness as a Global Projective Modulus of the Black-Scholes Inverse

2026 · Wolfgang Schadner · SSRN Electronic Journal

Exact Stokes Substitution and the Parabolic Modulus of the Gaussian Tail Deck Germ

2026 · Wolfgang Schadner · SSRN Electronic Journal

Implied Volatility in One Straight Line: Machine Precision at Vector-Hardware Throughput

2026 · Wolfgang Schadner · SSRN Electronic Journal

Learning Before Scheduled Events: Prediction Markets, State Prices, and Option Valuation

2026 · Michael Hanke, Wolfgang Schadner, et al. · SSRN Electronic Journal

Hurst Exponent as Implied by Option Prices

2025 · Wolfgang Schadner · Studies in Nonlinear Dynamics and Econometrics

An Empirical Analysis of the Trilemma of Exiting Expansionary Monetary Policy in the Euro Area

2024 · Sebastian Lang, Wolfgang Schadner · Transformations in banking, finance and regulation

Estimating Forward-Looking Stock Correlations from Risk Factors

2022 · Wolfgang Schadner, Joshua Traut · Mathematics

Works count: 31

Citation count: 76

H-index: 4

I10-index: 2