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~isPartOf:"European economic review : EER"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~person:"Berthold, Norbert"
~person:"Chiarella, Carl"
~person:"Dow, Sheila C."
~person:"Homburg, Christian"
~person:"Horváth, Péter"
~person:"Kurz, Heinz D."
~person:"Sawyer, Malcolm C."
~person:"Stiglitz, Joseph E."
~source:"econis"
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Berthold, Norbert
Chiarella, Carl
Dow, Sheila C.
Homburg, Christian
Horváth, Péter
Kurz, Heinz D.
Sawyer, Malcolm C.
Stiglitz, Joseph E.
Platen, Eckhard
45
He, Xue-zhong
30
Laffont, Jean-Jacques
17
Dixon, Huw
16
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Tirole, Jean
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European economic review : EER
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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6
The Manchester School of Economic and Social Studies
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Economic systems research : journal of the International Input-Output Association
5
Reihe: Wissenschaftliche Arbeitspapiere / W / Institut für Marktorientierte Unternehmensführung, Universität Mannheim
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Columbia Business School Research Paper
4
Econometric Research Program research memorandum
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Handbuch Marktforschung : Methoden, Anwendungen, Praxisbeispiele
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Pseudo-wealth and consumption fluctuations
Guzman, Martín
;
Stiglitz, Joseph E.
- In:
The economic journal : the journal of the Royal …
131
(
2021
)
633
,
pp. 372-391
Persistent link: https://www.econbiz.de/10012434738
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2
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
3
On candlestick-based trading rules profitability analysis via parametric bootstraps and multivariate Pair-Copula based models
Röthig, Andreea
;
Röthig, Andreas
;
Chiarella, Carl
-
2015
Persistent link: https://www.econbiz.de/10011344226
Saved in:
4
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:
5
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:
6
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
7
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
8
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:
9
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
10
Limit distribution of evolving strategies in financial markets
Chiarella, Carl
;
Di Guilmi, Corrado
-
2011
Persistent link: https://www.econbiz.de/10009564617
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