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subject:"Risk"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Share price"
~subject:"Yield curve"
~type_genre:"Non-commercial literature"
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Risk
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Chiarella, Carl
Nikitopoulos, Christina Sklibosios
He, Xue-zhong
9
Platen, Eckhard
6
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3
Schlögl, Erik
3
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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10
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Forschungsberichte / Ludwig Boltzmann Institut zur Analyse Wirtschaftspolitischer Aktivitäten
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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
2
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Shi, Lei
;
Wei, Lijian
-
2014
Persistent link: https://www.econbiz.de/10010349284
Saved in:
3
Modelling default correlations in a two-firm model with dynamic leverage ratios
Chiarella, Carl
;
Lo, Chi-fai
;
Ming Xi Huang
-
2012
Persistent link: https://www.econbiz.de/10009564460
Saved in:
4
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
5
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
6
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
7
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
Saved in:
8
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
9
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
10
A dynamic analysis of speculation across two markets
Chiarella, Carl
(
contributor
);
Dieci, Roberto
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260577
Saved in:
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