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~language:"deu"
~language:"eng"
~person:"Alòs, Elisa"
~person:"Chiarella, Carl"
~person:"Farmer, Roger E. A."
~person:"Hammoudeh, Shawkat"
~person:"Kamihigashi, Takashi"
~person:"Xu, Yongdeng"
~subject:"Chaos theory"
~subject:"Dynamische Makroökonomie"
~subject:"Volatility"
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Chaos theory
Dynamische Makroökonomie
Volatility
Theorie
157
Theory
154
Volatilität
44
Business cycle
34
Konjunktur
34
Keynesian economics
32
Keynesianismus
32
Konjunkturtheorie
30
Business cycle theory
28
Neoclassical synthesis
26
Neoklassische Synthese
26
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23
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23
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23
Stochastic process
23
Stochastischer Prozess
23
Chaostheorie
22
Monetary growth model
21
Monetäre Wachstumstheorie
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Portfolio selection
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Option pricing theory
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Optionspreistheorie
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Dynamic programming
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Dynamische Optimierung
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Geldpolitik
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Indirect Inference
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Dynamische Wirtschaftstheorie
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Macroeconomics
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Monetary policy
14
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Real-Business-Cycle-Theorie
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Alòs, Elisa
Chiarella, Carl
Farmer, Roger E. A.
Hammoudeh, Shawkat
Kamihigashi, Takashi
Xu, Yongdeng
McAleer, Michael
59
Gupta, Rangan
33
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Flaschel, Peter
19
Pierdzioch, Christian
19
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Fernández-Villaverde, Jesús
8
Orlando, Giuseppe
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Yang
8
Zanetti, Francesco
8
Billio, Monica
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
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2
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
9
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
8
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7
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7
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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2
[Diskussionsarbeiten der Fakultät für Wirtschaftswissenschaften der Universität Bielefeld
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Dynamische Wirtschaftstheorie
1
Energy economics
1
Journal of economic behavior & organization : JEBO
1
Lecture notes in economics and mathematical systems : LNEMS
1
NBER working paper series
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
70
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41
Discrete choice and complex dynamics in deterministic optimization problems
Kamihigashi, Takashi
-
2011
Persistent link: https://www.econbiz.de/10009007273
Saved in:
42
Discrete choice and complex dynamics in deterministic optimization problems
Kamihigashi, Takashi
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009312217
Saved in:
43
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
44
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:
45
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
46
Shooting the auctioneer
Farmer, Roger E. A.
-
2005
Persistent link: https://www.econbiz.de/10013424558
Saved in:
47
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:
48
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
49
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
50
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
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