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~language:"eng"
~language:"hun"
~person:"Chiarella, Carl"
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Volatilität
Volatility
34
Theorie
17
Theory
17
Yield curve
11
Zinsstruktur
11
Estimation
10
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Stochastischer Prozess
10
Option pricing theory
9
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1988-2004
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36
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32
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Chiarella, Carl
Schnabl, Gunther
McAleer, Michael
173
Caporale, Guglielmo Maria
92
Chang, Chia-Lin
69
Gupta, Rangan
57
Diebold, Francis X.
50
Spagnolo, Nicola
49
Andersen, Torben
48
Bollerslev, Tim
47
Härdle, Wolfgang
43
Koopman, Siem Jan
43
Pierdzioch, Christian
34
Aizenman, Joshua
32
Dijk, Dick van
30
Lux, Thomas
29
Fernández-Villaverde, Jesús
28
Kočenda, Evžen
28
Mumtaz, Haroon
28
Clements, Adam
27
Hautsch, Nikolaus
27
Hafner, Christian M.
26
Allen, David E.
25
Asai, Manabu
25
Rodriguez, Gabriel
25
Caballero, Ricardo J.
24
Gil-Alaña, Luis A.
24
Lucas, André
24
Marcellino, Massimiliano
24
Pesaran, M. Hashem
24
Caporin, Massimiliano
23
Spagnolo, Fabio
23
Bekaert, Geert
22
Christiansen, Charlotte
22
Christoffersen, Peter F.
22
Bauwens, Luc
21
Belke, Ansgar
21
Christensen, Bent Jesper
21
Clark, Todd E.
21
Engle, Robert F.
21
Rubio-Ramírez, Juan Francisco
21
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
CESifo working papers
2
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2
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
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ECONIS (ZBW)
34
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1
Two stochastic
volatility
processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
2
Optimal investment strategies under stochastic
volatility
: estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
3
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
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
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:
6
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:
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
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:
9
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:
10
Particle filters for Markov switching stochastic
volatility
models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
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