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~person:"Chiarella, Carl"
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Search: subject_exact:"Volatilität"
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Volatility
61
Volatilität
61
Theorie
32
Theory
32
Stochastic process
29
Stochastischer Prozess
29
Option pricing theory
24
Optionspreistheorie
24
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19
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19
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14
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14
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13
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61
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Chiarella, Carl
McAleer, Michael
299
Gupta, Rangan
226
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
113
Diebold, Francis X.
110
Pierdzioch, Christian
106
Bouri, Elie
104
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
91
Härdle, Wolfgang
85
Bekaert, Geert
81
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Asai, Manabu
64
Tiwari, Aviral Kumar
64
Kočenda, Evžen
62
Corbet, Shaen
59
Kang, Sang Hoon
56
Lucey, Brian M.
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Gil-Alaña, Luis A.
55
Christoffersen, Peter F.
53
Clements, Adam
52
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51
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50
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50
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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
Quantitative Finance Research Centre Research Paper
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
The Oxford handbook of computational economics and finance
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
29th International Conference of the French Finance Association (AFFI) 2012
1
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1
Applied Mathematics and Computation, Forthcoming
1
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1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
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1
Handbook of computational economics : volume 3
1
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1
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1
Journal of economic dynamics & control
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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ECONIS (ZBW)
61
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51
A complete Markovian stochastic volatility model in the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001557971
Saved in:
52
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
53
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:
54
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
55
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
56
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
57
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
58
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
59
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
60
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
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