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Stochastischer Prozess
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Chiarella, Carl
Michelsen, Claus
233
Dreger, Christian
212
Schorfheide, Frank
202
Fichtner, Ferdinand
187
Merkl, Christian
179
Kose, M. Ayhan
176
Christiano, Lawrence J.
170
Galí, Jordi
170
Canova, Fabio
167
Fernández-Villaverde, Jesús
166
Rieth, Malte
166
Junker, Simon
164
Minford, Patrick
164
Mumtaz, Haroon
161
Kilian, Lutz
155
Baldi, Guido
152
Gupta, Rangan
151
Engerer, Hella
150
Snower, Dennis J.
148
Castelnuovo, Efrem
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Schabert, Andreas
144
Pesaran, M. Hashem
143
Vasilev, Aleksandar
141
Flaschel, Peter
137
Fève, Patrick
136
Caballero, Ricardo J.
134
Weder, Mark
128
Zanetti, Francesco
128
Lindé, Jesper
124
McAleer, Michael
124
Brenke, Karl
119
Funke, Michael
119
Koopman, Siem Jan
117
Bremus, Franziska
116
Smets, Frank
115
Theodoridis, Konstantinos
110
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109
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109
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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8
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Routledge frontiers of political economy
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Applied Mathematics and Computation, Forthcoming
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Czech Economic Review
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Financial fragility and investment in the capitalist economy
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Growth and cycle in the Euro-zone
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Handbook of computational economics : volume 3
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Handbook of computational economics ; Volume 3
1
Institut des Sciences Economiques, Economie et Société, Université Catholique de Louvain, Working Paper
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Modeling, Computing, and Mastering Complexity 2003
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Nonlinearity, complexity and randomness in economics : towards algorithmic foundations for economics
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
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Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 288, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Routledge international studies in money and banking
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RePEc
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EconStor
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61
Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732756
Saved in:
62
Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 177-195)
.
2002
Persistent link: https://www.econbiz.de/10001672233
Saved in:
63
The stochastic dynamics of speculative prices
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2007
Persistent link: https://www.econbiz.de/10003856740
Saved in:
64
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
65
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
Saved in:
66
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:
67
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
68
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:
69
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
70
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:
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