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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Dynamische Makroökonomie"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Dynamische Makroökonomie
Stochastischer Prozess
Volatility
Theorie
77
Theory
75
Keynesian economics
28
Keynesianismus
28
Business cycle
26
Konjunktur
26
Monetary growth model
21
Monetäre Wachstumstheorie
21
Konjunkturtheorie
20
Neoclassical synthesis
19
Neoklassische Synthese
19
Business cycle theory
18
Chaos theory
14
Chaostheorie
14
Volatilität
14
Yield curve
14
Zinsstruktur
14
Dynamische Wirtschaftstheorie
11
Economic dynamics
11
Portfolio-Management
10
Stochastic process
10
Macroeconomics
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Makroökonomik
9
Nichtlineare Dynamik
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Option pricing theory
9
Optionspreistheorie
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Phillips curve
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Phillips-Kurve
9
Geldpolitik
8
Nonlinear dynamics
8
Portfolio selection
8
Börsenkurs
7
CAPM
7
Estimation
7
Schätzung
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Share price
7
Wirtschaftliche Instabilität
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Arbeitspapier
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Chiarella, Carl
McAleer, Michael
63
Gupta, Rangan
34
Chang, Chia-Lin
23
Caporale, Guglielmo Maria
22
Pierdzioch, Christian
19
Gannon, Gerard L.
12
Härdle, Wolfgang
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Yu, Jun
11
Allen, David E.
10
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Flaschel, Peter
9
Gil-Alaña, Luis A.
9
Guo, Hui
9
Miller, Stephen M.
9
Weber, Enzo
9
Zanetti, Francesco
9
Alòs, Elisa
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Hammoudeh, Shawkat
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Timmermann, Allan
8
Yu, Yang
8
Beaudry, Paul
7
Billio, Monica
7
Clements, Kenneth W.
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Laurent, Sébastien
7
Pesaran, M. Hashem
7
Siklos, Pierre L.
7
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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
8
Dynamische Wirtschaftstheorie
1
Journal of economic behavior & organization : JEBO
1
Lecture notes in economics and mathematical systems : LNEMS
1
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ECONIS (ZBW)
25
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1
Foundations for a disequilibrium theory of the
business
cycle : qualitative analysis and quantitative assessment
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10013500209
Saved in:
2
Continuous time model estimation
Chiarella, Carl
;
Gao, Shenhuai
-
2004
Persistent link: https://www.econbiz.de/10002610955
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
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:
8
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:
9
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:
10
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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