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Humps in the volatility struct...
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Theorie
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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
Sklibosios Nikitopoulos, Christina
34
Gardini, Laura
29
Schlögl, Erik
27
Franke, Reiner
26
Asada, Toichiro
22
Zhu, Peiyuan
20
Chen, Pu
19
Meyer, Gunter H.
19
Di Guilmi, Corrado
17
Hung, Hing
17
Platen, Eckhard
17
El-Hassan, Nadima
16
Bhar, Ram
15
Röthig, Andreas
15
Ziveyi, Jonathan
15
Asada, Tōichirō
14
He, Xuezhong
14
Hsiao, Chih-Ying
13
Zheng, Min
13
Mouakil, Tarik
12
Nikitopoulos-Sklibosios, Christina
12
Cheang, Gerald H. L.
11
Proaño, Christian R.
11
Bischi, Gian Italo
10
Cheng, Benjamin
10
Khomin, Alexander
10
Szidarovszky, Ferenc
10
To, Thuy Duong
10
Tô, Thuy-Duong
10
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32
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2
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Research Paper Series / Finance Discipline Group, Business School
90
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
74
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic dynamics & control
24
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
15
Diskussionsarbeit
12
Computational economics
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
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
Energy economics
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)
504
RePEc
291
OLC EcoSci
60
USB Cologne (EcoSocSci)
9
EconStor
4
Other ZBW resources
3
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1
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:
2
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:
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
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