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~language:"eng"
~language:"rus"
~person:"Chiarella, Carl"
~subject:"Makroökonomik"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Makroökonomik
Volatility
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58
Theory
58
Keynesian economics
15
Keynesianismus
15
Yield curve
14
Zinsstruktur
14
Volatilität
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Monetäre Wachstumstheorie
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Chaos theory
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Chaostheorie
10
Stochastic process
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Stochastischer Prozess
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Option pricing theory
9
Optionspreistheorie
9
Business cycle theory
7
CAPM
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Konjunkturtheorie
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Phillips curve
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Börsenkurs
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Erwartungsbildung
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Schätzung
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Share price
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Analysis
5
Geldpolitische Transmission
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Nichtlineare Dynamik
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Arbeitspapier
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Chiarella, Carl
McAleer, Michael
51
Caporale, Guglielmo Maria
21
Gupta, Rangan
21
Chang, Chia-Lin
17
Pierdzioch, Christian
15
Gannon, Gerard L.
12
Spagnolo, Nicola
12
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Diebold, Francis X.
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Pesaran, M. Hashem
8
Weber, Enzo
8
Yu, Jun
8
Zanetti, Francesco
8
Alòs, Elisa
7
Andersen, Torben
7
Asai, Manabu
7
Bollerslev, Tim
7
Buch, Claudia M.
7
Döpke, Jörg
7
Fernández-Villaverde, Jesús
7
Gil-Alaña, Luis A.
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Yang
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Caballero, Ricardo J.
6
Caporin, Massimiliano
6
Cepni, Oguzhan
6
Farmer, Roger E. A.
6
Galí, Jordi
6
Laurent, Sébastien
6
Neely, Christopher J.
6
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6
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6
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working paper series / School of Finance and Economics, Faculty of Business, University of Technology
1
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ECONIS (ZBW)
16
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1
Interacting two-country
business
fluctuations
Asada, Tōichirō
;
Chiarella, Carl
;
Flaschel, Peter
; …
-
2003
Persistent link: https://www.econbiz.de/10001761890
Saved in:
2
Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model
Chiarella, Carl
;
Flaschel, Peter
;
Gong, Gang
;
Semmler, Willi
-
2002
Persistent link: https://www.econbiz.de/10001715476
Saved in:
3
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:
4
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:
5
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
6
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:
7
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:
8
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:
9
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
10
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
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