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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
Yield curve
19
Zinsstruktur
19
Estimation
14
Schätzung
14
Markov chain
13
Markov-Kette
13
Interest rate derivative
8
Zinsderivat
8
Derivat
7
Derivative
7
Australia
6
Australien
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Stochastic volatility
6
Börsenkurs
5
CAPM
5
Share price
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Anlageverhalten
4
Behavioural finance
4
Commodity derivative
4
Japan
4
Rohstoffderivat
4
Agent-based modeling
3
Agentenbasierte Modellierung
3
Analysis
3
Credit derivative
3
Estimation theory
3
Exchange rate
3
Hedging
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Kreditderivat
3
Mathematical analysis
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31
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Book / Working Paper
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Article
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Arbeitspapier
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Working Paper
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Graue Literatur
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Non-commercial literature
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Aufsatz in Zeitschrift
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English
61
Author
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Chiarella, Carl
McAleer, Michael
299
Gupta, Rangan
239
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
114
Bouri, Elie
112
Pierdzioch, Christian
112
Diebold, Francis X.
110
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
94
Härdle, Wolfgang
86
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Tiwari, Aviral Kumar
70
Todorov, Viktor
69
Caporin, Massimiliano
68
McMillan, David G.
68
Buch, Claudia M.
67
Lux, Thomas
66
Asai, Manabu
64
Kočenda, Evžen
63
Corbet, Shaen
60
Lucey, Brian M.
60
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Mensi, Walid
53
Clements, Adam
52
Mumtaz, Haroon
51
Allen, David E.
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
Annals of finance
1
Applied Mathematics and Computation, Forthcoming
1
Applied mathematical finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
Energy economics
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
The European journal of finance
1
The journal of computational finance
1
The journal of futures markets
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
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ECONIS (ZBW)
61
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