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~isPartOf:"Journal of Economic Dynamics and Control"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Volatility"
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Chiarella, Carl
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Kang, Boda
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Nikitopoulos, Christina Sklibosios
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He, Xue-zhong
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Chege Maina, Samuel
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Tô, Thuy-duong
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Journal of Economic Dynamics and Control
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
International journal of theoretical and applied finance
3
Quantitative Finance Research Centre Research Paper
3
Advances in Pacific Basin financial markets
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Asia-Pacific financial markets
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The Oxford handbook of computational economics and finance
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University of Technology Sydney Quantitative Finance Research Centre Research Paper
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29th International Conference of the French Finance Association (AFFI) 2012
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Applied Mathematics and Computation, Forthcoming
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Economic theory and international trade : essays in honour of Murray C. Kemp
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Energy economics
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Handbook of computational economics : volume 3
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Handbook of computational economics ; Volume 3
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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The European journal of finance
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The journal of computational finance
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The journal of futures markets
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University of Technology Sydney Quantitative Finance Research Centre Working Paper
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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
2
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:
3
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:
4
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:
5
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
6
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:
7
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
8
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
9
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
10
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
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