Narrow search
Showing 1 - 10 of 19
Cover Image
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
Cover Image
Stock market, interest rate and output : a model and estimation for US time series data
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan - 1998
Persistent link: https://www.econbiz.de/10013385366
Cover Image
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
Cover Image
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
Cover Image
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951351
Cover Image
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
Cover Image
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
Cover Image
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl; Khomin, Alexander - 1996
Persistent link: https://www.econbiz.de/10001376973
Cover Image
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl; Khomin, Alexander - 2000
Persistent link: https://www.econbiz.de/10001476004
Cover Image
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205