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~language:"eng"
~person:"Chiarella, Carl"
~person:"Clark, Todd E."
~subject:"Erwartungsbildung"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
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Erwartungsbildung
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
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Arbeitspapier
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18
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15
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English
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Chiarella, Carl
Clark, Todd E.
McAleer, Michael
15
Alòs, Elisa
8
Carroll, Chris
8
Yu, Jun
8
He, Xue-zhong
7
Mumtaz, Haroon
7
Evans, George W.
6
Theodoridis, Konstantinos
6
Asai, Manabu
5
Beaudry, Paul
5
Honkapohja, Seppo
5
Härdle, Wolfgang
5
Kamihigashi, Takashi
5
Platen, Eckhard
5
Portier, Franck
5
Sandal, Leif K.
5
Vredeveld, Tjark
5
Apesteguia, Jose
4
Czudaj, Robert
4
Gottschalk, Jan
4
Hafner, Christian M.
4
Hayo, Bernd
4
Höppner, Florian
4
León, Jorge A.
4
Linders, Daniël
4
Nguyen, Hoang
4
Phillips, Peter C. B.
4
Stachurski, John
4
Weder, Mark
4
Österholm, Pär
4
Auclert, Adrien
3
Barndorff-Nielsen, Ole E.
3
Beckmann, Joscha
3
Böck, Maximilian
3
Creemers, Stefan
3
Easaw, Joshy Z.
3
Eusepi, Stefano
3
Evstigneev, Igor V.
3
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Discussion papers / CEPR
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
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ECONIS (ZBW)
18
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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
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
5
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
-
2004
Persistent link: https://www.econbiz.de/10002431655
Saved in:
6
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:
7
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:
8
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
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:
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