Narrow search
Showing 1 - 10 of 23
Cover Image
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.; Chiarella, Carl - In: Applied mathematical finance 18 (2011) 3/4, pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Cover Image
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
Cover Image
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Cover Image
Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97
Persistent link: https://www.econbiz.de/10002582956
Cover Image
A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
Cover Image
An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
Cover Image
Essays in long memory and stock market volatility
Liu, Ming - 1996
Persistent link: https://www.econbiz.de/10001353978
Cover Image
Volume, volatility, and leverage : a dynamic analysis
Tauchen, George Eugene; Zhang, Harold; Liu, Ming - In: Journal of econometrics 74 (1996) 1, pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Cover Image
Long swings with memory and stock market fluctuations
Chow, Ying-foon; Liu, Ming - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 341-367
Persistent link: https://www.econbiz.de/10001453436
Cover Image
Parallel machine scheduling with stochastic release times and processing times
Liu, Xin; Chu, Feng; Zheng, Feifeng; Chu, Chengbin; … - In: International journal of production research 59 (2021) 20, pp. 6327-6346
Persistent link: https://www.econbiz.de/10012652736