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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
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Distributionally robust inventory routing problem to maximize the service level under limited budget
Liu, Ming; Liu, Xin; Chu, Feng; Zheng, Feifeng; Chu, … - In: Transportation research / E : an international journal 126 (2019), pp. 190-211
Persistent link: https://www.econbiz.de/10012040925
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A new distribution-free model for disassembly line balancing problem with stochastic task processing times
Zheng, Feifeng; He, Junkai; Chu, Feng; Liu, Ming - In: International journal of production research 56 (2018) 24, pp. 7341-7353
Persistent link: https://www.econbiz.de/10011986984
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl; Hsiao, Chih-ying; Tô, Thuy-Duong - In: Journal of empirical finance 37 (2016), pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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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
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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
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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
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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
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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