Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chiarella, Carl"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Information-based model with n...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
54
Theory
54
Option pricing theory
53
Optionspreistheorie
53
Volatility
40
Volatilität
40
CAPM
35
Stochastic process
33
Stochastischer Prozess
33
Yield curve
19
Zinsstruktur
19
Markov chain
17
Markov-Kette
17
Derivat
13
Derivative
13
Erwartungsbildung
12
Expectation formation
12
Analysis
11
Mathematical analysis
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Anlageverhalten
9
Behavioural finance
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Estimation
7
Interest rate derivative
7
Schätzung
7
Share price
7
Zinsderivat
7
Kreditderivat
6
Stochastic volatility
6
Credit derivative
5
Financial analysis
5
Finanzanalyse
5
Hedging
5
Option trading
5
Optionsgeschäft
5
Risiko
5
more ...
less ...
Online availability
All
Free
55
Undetermined
6
Type of publication
All
Book / Working Paper
65
Article
37
Type of publication (narrower categories)
All
Arbeitspapier
42
Working Paper
42
Graue Literatur
37
Non-commercial literature
37
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
7
Book section
7
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
99
Undetermined
3
Author
All
Chiarella, Carl
Fabozzi, Frank J.
124
Madan, Dilip B.
124
Zaremba, Adam
91
Elliott, Robert J.
88
Härdle, Wolfgang
85
Zhang, Lu
85
Jarrow, Robert A.
82
Prokopczuk, Marcel
78
Cui, Zhenyu
76
Campbell, John Y.
71
Hansen, Lars Peter
69
Joshi, Mark S.
69
Guidolin, Massimo
66
Hens, Thorsten
66
Jacobs, Kris
66
Schoutens, Wim
66
Carr, Peter
65
Matthies, Klaus
65
Ferson, Wayne E.
64
Bekaert, Geert
62
Takahashi, Akihiko
60
Harvey, Campbell R.
58
Jagannathan, Ravi
57
Stambaugh, Robert F.
57
Dumas, Bernard
55
Platen, Eckhard
55
Cakici, Nusret
54
Cochrane, John H.
54
Stentoft, Lars
54
Siu, Tak Kuen
52
Zhou, Guofu
52
Gouriéroux, Christian
51
Schlag, Christian
51
Duffie, Darrell
50
He, Xue-zhong
50
Faff, Robert W.
49
Hull, John
49
Robotti, Cesare
49
Schwartz, Eduardo S.
49
more ...
less ...
Institution
All
Finance Discipline Group, Business School
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
35
Journal of economic behavior & organization : JEBO
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Applied mathematical finance
3
International journal of theoretical and applied finance
3
Quantitative Finance Research Centre Research Paper
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Journal of economic dynamics & control
2
The European journal of finance
2
The Oxford handbook of computational economics and finance
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Advances in Pacific Basin financial markets
1
Annals of finance
1
Applied Mathematics and Computation, Forthcoming
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Asia-Pacific financial markets
1
Computational economics
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Energy economics
1
European journal of operational research : EJOR
1
Financial engineering and the Japanese markets
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Insurance / Mathematics & economics
1
Journal of Evolutionary Economics
1
Journal of evolutionary economics : JEE
1
Macroeconomic dynamics
1
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
1
Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Series / Finance Discipline Group, Business School
1
Review of derivatives research
1
SpringerLink / Bücher
1
The European Journal of Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
99
RePEc
3
Showing
1
-
10
of
102
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method
Chiarella, Carl
;
Hsiao, Chih-ying
-
2006
Persistent link: https://www.econbiz.de/10003325231
Saved in:
4
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
5
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
6
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
7
On filtering in Markovian term structure models (an approximation approach)
Chiarella, Carl
;
Pasquali, Sara
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732804
Saved in:
8
Finite dimensional affine realisations of HJM models in terms of forward rates and yields
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 129-155
Persistent link: https://www.econbiz.de/10001857662
Saved in:
9
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
10
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
