//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Chiarella, Carl"
~person:"Clark, Todd E."
~subject:"CAPM"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Stochastic process
Theorie
66
Theory
66
Keynesian economics
15
Keynesianismus
15
Volatility
15
Volatilität
15
Yield curve
14
Zinsstruktur
14
Business cycle
13
Konjunktur
13
Monetary growth model
12
Monetäre Wachstumstheorie
12
Stochastischer Prozess
12
Chaos theory
10
Chaostheorie
10
Forecasting model
10
Prognoseverfahren
10
Estimation
9
Option pricing theory
9
Optionspreistheorie
9
Schätzung
9
Business cycle theory
7
Konjunkturtheorie
7
Phillips curve
7
Phillips-Kurve
7
Börsenkurs
6
Erwartungsbildung
6
Expectation formation
6
Neoclassical synthesis
6
Neoklassische Synthese
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
VAR model
6
VAR-Modell
6
Analysis
5
Geldpolitische Transmission
5
Mathematical analysis
5
more ...
less ...
Online availability
All
Free
15
Undetermined
2
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
19
Graue Literatur
14
Non-commercial literature
14
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Chiarella, Carl
Clark, Todd E.
McAleer, Michael
16
Aase, Knut K.
15
He, Xue-zhong
11
Zhang, Lu
11
Alòs, Elisa
8
Guo, Hui
8
Platen, Eckhard
8
Souza, Thiago de Oliveira
8
Yu, Jun
8
Hou, Kewei
7
Kamihigashi, Takashi
7
Mumtaz, Haroon
7
Robotti, Cesare
7
Härdle, Wolfgang
6
Theodoridis, Konstantinos
6
Asai, Manabu
5
Barndorff-Nielsen, Ole E.
5
Caporale, Guglielmo Maria
5
Sandal, Leif K.
5
Sercu, Piet
5
Vredeveld, Tjark
5
Xue, Chen
5
Acharya, Viral V.
4
Apesteguia, Jose
4
Caballero, Ricardo J.
4
Chabi-Yo, Fousseni
4
Evstigneev, Igor V.
4
Hafner, Christian M.
4
Kan, Raymond
4
Karlsson, Sune
4
León, Jorge A.
4
Munk, Claus
4
Nguyen, Hoang
4
Nummelin, Kim
4
Pettenuzzo, Davide
4
Phillips, Peter C. B.
4
Post, Thierry
4
Shephard, Neil G.
4
Stachurski, John
4
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Discussion papers / CEPR
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
2
Measuring uncertainty and its effects in the Covid-19 era
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012495991
Saved in:
3
Continuous time model estimation
Chiarella, Carl
;
Gao, Shenhuai
-
2004
Persistent link: https://www.econbiz.de/10002610955
Saved in:
4
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:
5
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:
6
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
7
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
8
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
Saved in:
9
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
10
A framework for CAPM with heterogenous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2009
Persistent link: https://www.econbiz.de/10008662365
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->