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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
~person:"Clements, Adam"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
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Search: subject_exact:"Volatilität"
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Volatility
20
Volatilität
20
Theorie
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Theory
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9
Stochastischer Prozess
9
Option pricing theory
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Optionspreistheorie
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Chiarella, Carl
Clements, Adam
Gupta, Rangan
Hautsch, Nikolaus
Ma, Feng
Platen, Eckhard
13
He, Xue-zhong
9
Kang, Boda
7
Nikitopoulos, Christina Sklibosios
6
Li, Kai
4
Schlögl, Erik
4
Baldeaux, Jan
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Chege Maina, Samuel
2
Grasselli, Martino
2
Kienitz, Jörg
2
Silvennoinen, Annastiina
2
Tô, Thuy-duong
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Westerhoff, Frank
2
Ziogas, Andrew
2
Ziveyi, Jonathan
2
Adolfsson, Thomas
1
Alfeus, Mesias
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Badran, Alexander
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Barkhagen, Mathias
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Beyna, Ingo
1
Blomvall, Jörgen
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Brace, Alan
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Breymann, Wolfgang
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Chan, Leunglung
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1
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1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Department of Economics working paper series
47
Energy economics
34
NCER working paper series
23
International review of economics & finance : IREF
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
11
Finance research letters
11
Journal of forecasting
11
SFB 649 discussion paper
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International review of financial analysis
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International journal of finance & economics : IJFE
9
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of banking & finance
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
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5
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Research in international business and finance
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The European journal of finance
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Financial innovation : FIN
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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International journal of theoretical and applied finance
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Journal of multinational financial management
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Quantitative Finance Research Centre Research Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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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
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:
3
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
4
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:
5
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
6
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:
7
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
8
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
9
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
10
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
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