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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Volatilität
Theorie
154
Theory
152
Volatility
42
Option pricing theory
36
Optionspreistheorie
36
Stochastischer Prozess
36
Yield curve
36
Zinsstruktur
36
Stochastic process
35
CAPM
26
Anlageverhalten
23
Behavioural finance
22
Portfolio-Management
21
Schätzung
21
Estimation
20
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20
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18
Expectation formation
18
Keynesian economics
18
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18
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17
Börsenkurs
17
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17
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14
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12
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Chiarella, Carl
McAleer, Michael
256
Gupta, Rangan
209
Caporale, Guglielmo Maria
144
Bollerslev, Tim
100
Bouri, Elie
95
Chang, Chia-Lin
93
Andersen, Torben
88
Ma, Feng
88
Pierdzioch, Christian
86
Spagnolo, Nicola
81
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
72
Diebold, Francis X.
68
Koopman, Siem Jan
65
Härdle, Wolfgang
60
Tiwari, Aviral Kumar
59
Aizenman, Joshua
56
Asai, Manabu
56
Hautsch, Nikolaus
56
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
53
Clements, Adam
51
Lux, Thomas
51
Todorov, Viktor
51
Wohar, Mark E.
51
McMillan, David G.
50
Caporin, Massimiliano
49
Mensi, Walid
49
Dijk, Dick van
47
Salisu, Afees A.
46
Christoffersen, Peter F.
45
Mumtaz, Haroon
45
Xuan Vinh Vo
45
Buch, Claudia M.
44
Kumar, Dilip
44
Tauchen, George Eugene
44
Wang, Yudong
44
Demirer, Rıza
43
Hafner, Christian M.
43
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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
International journal of theoretical and applied finance
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Annals of finance
1
Applied mathematical finance
1
Energy economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
The European journal of finance
1
The journal of computational finance
1
The journal of futures markets
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ECONIS (ZBW)
42
Showing
1
-
10
of
42
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1
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
2
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:
3
Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
4
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
5
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, Carl
;
Kang, Boda
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10010337816
Saved in:
6
An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
- In:
Annals of finance
9
(
2013
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
Saved in:
7
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
8
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:
9
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:
10
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:
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