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~person:"Chiarella, Carl"
~subject:"Expectation formation"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Chiarella, Carl
Hommes, Cars H.
45
Escudero, Laureano F.
35
Jarrow, Robert A.
30
Carr, Peter
26
Madan, Dilip B.
26
Phillips, Peter C. B.
25
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22
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22
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21
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20
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20
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19
Yu, Jun
19
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18
Siu, Tak Kuen
18
Timmermann, Allan
18
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17
Escobar, Marcos
16
Garcia, René
16
Schwartz, Eduardo S.
16
He, Xue-zhong
15
Shapiro, Alexander
15
Asai, Manabu
14
Liu, Ming
14
Subrahmanyam, Avanidhar
14
Wong, Hoi Ying
14
Bakshi, Gurdip S.
13
Engle, Robert F.
13
Fabozzi, Frank J.
13
Jeanblanc, Monique
13
Lux, Thomas
13
Maggioni, Francesca
13
Platen, Eckhard
13
Takahashi, Akihiko
13
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13
Wallace, Stein W.
13
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12
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12
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12
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Journal of economic dynamics & control
5
The European journal of finance
3
International journal of theoretical and applied finance
2
Journal of economic behavior & organization : JEBO
2
Advances in Pacific Basin financial markets
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
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ECONIS (ZBW)
17
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1
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10
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17
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Dynamics of beliefs and learning under aL-processes : the heterogeneous case
Chiarella, Carl
;
He, Xue-Zhong
- In:
Journal of economic dynamics & control
27
(
2003
)
3
,
pp. 503-531
Persistent link: https://www.econbiz.de/10001706346
Saved in:
8
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl
;
Hassan, Nadima el
;
Kuczera, Adam
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
Saved in:
9
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
10
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
Saved in:
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