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~accessRights:"free"
~language:"eng"
~language:"swe"
~person:"Chiarella, Carl"
~subject:"Volatilität"
~subject:"Zinsstruktur"
~type:"book"
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Volatilität
Zinsstruktur
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83
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32
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31
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31
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27
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Chiarella, Carl
McAleer, Michael
208
Caporale, Guglielmo Maria
148
Diebold, Francis X.
101
Chang, Chia-Lin
82
Bekaert, Geert
78
Koopman, Siem Jan
77
Bollerslev, Tim
71
Spagnolo, Nicola
71
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65
Aizenman, Joshua
61
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60
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50
Pierdzioch, Christian
48
Hautsch, Nikolaus
47
Akram, Tanweer
46
Kočenda, Evžen
44
Afonso, António
41
Andersen, Torben G.
40
Buch, Claudia M.
40
Härdle, Wolfgang
40
Caporin, Massimiliano
37
Krippner, Leo
37
Andersen, Torben
36
Campbell, John Y.
36
Christensen, Jens H. E.
36
Castelnuovo, Efrem
35
Dijk, Dick van
35
Conrad, Christian
34
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32
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32
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32
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32
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31
Davis, Steven J.
31
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Quantitative Finance Research Centre Research Paper
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
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ECONIS (ZBW)
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31
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
32
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
33
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
34
The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
35
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
36
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:
37
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
Saved in:
38
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
39
A maximum likelihood approach to estimation of Heath-Jarrow-Morton models
Bhar, Ramaprasad
;
Chiarella, Carl
;
Tô, Thuy-duong
-
2002
Persistent link: https://www.econbiz.de/10001867285
Saved in:
40
On filtering in Markovian term structure models (an approximation approach)
Chiarella, Carl
;
Pasquali, Sara
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732804
Saved in:
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