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~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~language:"hun"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Arbeitsmarkt
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Liquiditätseffekt
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Volatility
56
Volatilität
56
Theorie
23
Theory
23
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
16
Optionspreistheorie
16
Welt
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Derivat
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Rohstoffderivat
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Arbeitspapier
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Chiarella, Carl
6
He, Xue-zhong
2
Platen, Eckhard
2
Tô, Thuy-duong
2
Badran, Alexander
1
Baldeaux, Jan
1
Chewlow, Les
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Huang, Weihong
1
Hung, Hing
1
Kang, Boda
1
King, Boda
1
Nikitopoulos, Christina Sklibosios
1
Patton, Andrew J.
1
Rendek, Renata
1
Silvennoinen, Annastiina
1
Thorp, Susan
1
To, Thuy-duong
1
Zheng, Huanhuan
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper series / IZA
274
Working paper / National Bureau of Economic Research, Inc.
145
CESifo working papers
121
Working paper
117
Discussion paper / Tinbergen Institute
82
Finance and economics discussion series
53
IMF working papers
47
Discussion paper
39
Econometric Institute research papers
39
SFB 649 discussion paper
37
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36
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34
Working papers / Federal Reserve Bank of Philadelphia, Research Department
32
CFS working paper series
30
International finance discussion papers
30
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28
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25
CREATES research paper
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
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24
Ruhr economic papers
24
Department of Economics working paper series
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Economics and finance working paper series
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IMF working paper
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Discussion papers of interdisciplinary research project 373
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ZEW discussion papers
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19
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19
Working papers / Bank for International Settlements
17
Working papers on finance
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CAMA working paper series
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
16
IES working paper
16
Working papers / U.S. Census Bureau, Center for Economic Studies
16
Kiel working paper
15
Staff working paper / Bank of Canada
14
Swiss Finance Institute Research Paper
14
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ECONIS (ZBW)
11
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1
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
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:
3
The affine nature of aggregate wealth dynamics
Platen, Eckhard
;
Rendek, Renata
-
2012
Persistent link: https://www.econbiz.de/10009714011
Saved in:
4
Humps in the
volatility
structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
5
Consistent modeling of VIX and equity derivatives using a 3, 2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009564457
Saved in:
6
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
7
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
8
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
9
Volatility
forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
10
The multifactor nature of the
volatility
of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
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