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~person:"Chiarella, Carl"
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Volatility
62
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Chiarella, Carl
McAleer, Michael
410
Gupta, Rangan
331
Caporale, Guglielmo Maria
216
Diebold, Francis X.
171
Pierdzioch, Christian
166
Bollerslev, Tim
160
Chang, Chia-Lin
156
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138
Bouri, Elie
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Bloom, Nicholas
114
Härdle, Wolfgang
114
Viscusi, W. Kip
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Bekaert, Geert
111
Castelnuovo, Efrem
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Hammoudeh, Shawkat
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Spagnolo, Nicola
109
Engle, Robert F.
108
Ma, Feng
107
Andersen, Torben
103
Bahmani-Oskooee, Mohsen
101
Bali, Turan G.
100
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95
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95
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87
Gollier, Christian
87
Hautsch, Nikolaus
87
Belke, Ansgar
86
Ghysels, Eric
86
Tiwari, Aviral Kumar
85
Caballero, Ricardo J.
83
McMillan, David G.
83
Wohar, Mark E.
82
Caggiano, Giovanni
79
Buch, Claudia M.
78
Kočenda, Evžen
74
Campbell, John Y.
73
Fabozzi, Frank J.
73
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72
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71
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23
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8
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4
International journal of theoretical and applied finance
3
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Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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Handbook of computational economics : volume 3
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Oligopoly dynamics : models and tools ; [from a conference held at the Centre for Regional Science (CERUM) at Umeå University, Sweden, 17 - 18 June 2001]
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Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 304, Quantitative Finance Research Centre, University of Technology, Sydney
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ECONIS (ZBW)
72
RePEc
4
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1
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
2
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
3
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
4
Markovian defaultable HJM term structure models with unspanned stochastic
volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
5
Optimal investment strategies under stochastic
volatility
: estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
6
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
7
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
8
Representation and numerical approximation of American option prices under Heston stochastic
volatility
dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
9
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
10
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
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