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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The European journal of finance"
~person:"Chiarella, Carl"
~person:"He, Xue-zhong"
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Volatility
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Chiarella, Carl
He, Xue-zhong
Dunis, Christian
7
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4
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4
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4
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Journal of economic dynamics & control
The European journal of finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
27
Research Paper Series / Finance Discipline Group, Business School
17
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
International journal of theoretical and applied finance
3
Journal of economic behavior & organization : JEBO
3
Quantitative Finance Research Centre Research Paper
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Studies in Nonlinear Dynamics & Econometrics
2
The Oxford handbook of computational economics and finance
2
The journal of futures markets
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
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29th International Conference of the French Finance Association (AFFI) 2012
1
Annals of Finance
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Applied Mathematics and Computation, Forthcoming
1
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1
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Computing in Economics and Finance 2005
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
Economics letters
1
Energy Economics
1
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1
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1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
International Journal of Behavioural Accounting and Finance
1
International review of financial analysis
1
Journal of Economic Dynamics and Control
1
Journal of banking & finance
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
The journal of computational finance
1
UNSW Business School Research Paper
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
Working Paper Series / Finance Discipline Group, Business School
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ECONIS (ZBW)
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1
Volatility
swaps and
volatility
options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
2
Herding, trend chasing and market
volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
3
Commodity markets, price limiters and speculative price dynamics
He, Xue-zhong
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1577-1596
Persistent link: https://www.econbiz.de/10003068787
Saved in:
4
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
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