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~person:"Chiarella, Carl"
~person:"Ftiti, Zied"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
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Volatility
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Chiarella, Carl
Ftiti, Zied
Lux, Thomas
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Andersen, Torben
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Financial modeling and risk management of energy and environmental instruments and derivates
2
The Oxford handbook of computational economics and finance
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory and international trade : essays in honour of Murray C. Kemp
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Emerging markets and the global economy
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Handbook of computational economics ; Volume 3
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Risk management decisions and value under uncertainty
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1
Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
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2
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
Saved in:
3
Measuring extreme risk dependence between the oil and gas markets
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Jawadi, Fredj
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 755-772)
.
2022
Persistent link: https://www.econbiz.de/10013342041
Saved in:
4
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:
5
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
.
2018
Persistent link: https://www.econbiz.de/10013475840
Saved in:
6
Stock and bond markets co-movements in selected MENA countries : a dynamic coherence function approach
Boukhatem, Jamel
;
Ftiti, Zied
- In:
Emerging markets and the global economy
,
(pp. 623-642)
.
2014
Persistent link: https://www.econbiz.de/10010434618
Saved in:
7
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
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8
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:
9
Learning in a generalised Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
- In:
Economic theory and international trade : essays in …
,
(pp. 249-267)
.
2002
Persistent link: https://www.econbiz.de/10001945298
Saved in:
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