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Humps in the volatility struct...
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Chiarella, Carl
793
Flaschel, Peter
165
Semmler, Willi
73
Kang, Boda
63
He, Xue-Zhong
59
Dieci, Roberto
57
He, Xue-zhong
52
Ziogas, Andrew
40
Bhar, Ramaprasad
39
Nikitopoulos, Christina Sklibosios
38
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34
Gardini, Laura
29
Schlögl, Erik
27
Franke, Reiner
26
Asada, Toichiro
22
Zhu, Peiyuan
20
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19
Meyer, Gunter H.
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17
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17
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16
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15
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15
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14
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13
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13
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12
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12
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11
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11
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10
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10
Khomin, Alexander
10
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10
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10
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9
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Research Paper Series / Finance Discipline Group, Business School
91
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
72
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
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24
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19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
15
Diskussionsarbeit
12
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11
Journal of Economic Behavior & Organization
11
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Applied mathematical finance
10
Journal of Economic Dynamics and Control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
The journal of futures markets
8
Macroeconomic dynamics
7
UTS Working Paper
7
Energy economics
6
International journal of theoretical and applied finance
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Asia-Pacific financial markets
5
Computing in Economics and Finance 2006
5
Quantitative Finance
5
Quantitative Finance Research Centre Working Paper
5
Routledge frontiers of political economy
5
SpringerLink / Bücher
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
European Journal of Political Economy
4
Journal of Futures Markets
4
Keio economic studies
4
Macroeconomic Dynamics
4
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
4
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ECONIS (ZBW)
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RePEc
292
OLC EcoSci
60
USB Cologne (EcoSocSci)
9
EconStor
4
Other ZBW resources
3
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1
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:
2
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
Saved in:
3
On the volatility of commodity futures prices
Clewlow, Les
;
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 315-334)
.
2014
Persistent link: https://www.econbiz.de/10011286579
Saved in:
4
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
5
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
6
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
7
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:
8
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:
9
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
10
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
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