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~language:"bul"
~language:"eng"
~person:"Chiarella, Carl"
~subject:"Volatilität"
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Volatilität
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21
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20
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19
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18
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14
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14
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11
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Bulgarian
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Chiarella, Carl
McAleer, Michael
57
Gupta, Rangan
33
Pierdzioch, Christian
23
Chang, Chia-Lin
21
Caporale, Guglielmo Maria
20
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Buch, Claudia M.
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Döpke, Jörg
9
Guo, Hui
9
Härdle, Wolfgang
9
Zanetti, Francesco
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Hammoudeh, Shawkat
8
Hautsch, Nikolaus
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Yang
8
Alòs, Elisa
7
Pesaran, M. Hashem
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Benk, Szilárd
6
Billio, Monica
6
Bonato, Matteo
6
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6
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
14
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1
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
4
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
5
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:
6
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
7
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:
8
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
9
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
10
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
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