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type_genre:"Arbeitspapier"
~person:"Chiarella, Carl"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Volatilität"
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Volatility
32
Volatilität
32
Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
14
Option pricing theory
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Optionspreistheorie
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Yield curve
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Wechselkurs
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1988-2004
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Chiarella, Carl
McAleer, Michael
172
Caporale, Guglielmo Maria
92
Chang, Chia-Lin
70
Gupta, Rangan
68
Andersen, Torben
54
Diebold, Francis X.
52
Bollerslev, Tim
51
Spagnolo, Nicola
50
Härdle, Wolfgang
48
Koopman, Siem Jan
45
Aizenman, Joshua
38
Pierdzioch, Christian
38
Fernández-Villaverde, Jesús
32
Dijk, Dick van
31
Hautsch, Nikolaus
31
Lux, Thomas
30
Allen, David E.
28
Belke, Ansgar
28
Kočenda, Evžen
28
Mumtaz, Haroon
28
Clements, Adam
27
Hafner, Christian M.
27
Gil-Alaña, Luis A.
26
Caporin, Massimiliano
25
Asai, Manabu
24
Bekaert, Geert
24
Caballero, Ricardo J.
24
Christoffersen, Peter F.
24
Herwartz, Helmut
24
Lucas, André
24
Marcellino, Massimiliano
24
Pesaran, M. Hashem
24
Rodriguez, Gabriel
24
Spagnolo, Fabio
24
Engle, Robert F.
23
Buch, Claudia M.
22
Christiansen, Charlotte
22
Rubio-Ramírez, Juan Francisco
22
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
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
1
Handbook of computational economics ; Volume 3
1
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ECONIS (ZBW)
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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
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2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
9
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:
10
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
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