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~language:"eng"
~person:"Chiarella, Carl"
~person:"Creedy, John"
~subject:"Australia"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Großbritannien
Volatility
Theorie
200
Theory
200
Australien
58
Einkommensteuer
47
Income tax
47
Einkommensverteilung
46
Income distribution
46
Neuseeland
44
New Zealand
44
Estimation
24
Schätzung
24
Arbeitsangebot
23
Labour supply
23
Simulation
21
Elasticity
19
Elastizität
19
Welfare analysis
18
Wohlfahrtsanalyse
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17
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Öffentliche Sozialleistungen
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Option pricing theory
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Optionspreistheorie
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Chiarella, Carl
Creedy, John
Gupta, Rangan
167
Faff, Robert W.
115
Bahmani-Oskooee, Mohsen
94
Machin, Stephen
90
Bouri, Elie
88
Ma, Feng
87
Wooden, Mark
85
Brooks, Robert
83
Burgess, John
83
McAleer, Michael
83
Miller, Paul W.
81
Gil-Alaña, Luis A.
76
McMillan, David G.
70
Wright, Mike
67
Blundell, Richard W.
65
Dollery, Brian
64
Hammoudeh, Shawkat
64
Wohar, Mark E.
63
Caporale, Guglielmo Maria
62
Smyth, Russell
62
Tiwari, Aviral Kumar
62
Dixon, Peter B.
61
Taylor, Mark P.
60
Narayan, Paresh Kumar
59
Worthington, Andrew Charles
59
Crafts, Nicholas
57
Bollerslev, Tim
55
Valadkhani, Abbas
55
Kang, Sang Hoon
53
Mills, Terence C.
52
Apergēs, Nikolaos
51
Leigh, Andrew
51
Harris, Richard I. D.
50
Hunter, Boyd H.
49
Bryson, Alex
48
Disney, Richard
48
Mensi, Walid
48
Booth, Alison L.
46
Minford, Patrick
46
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The Australian economic review
9
Australian economic papers
8
Fiscal studies : the journal of the Institute for Fiscal Studies
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
5
The economic record : er
5
Economic analysis and policy
4
Economic papers : a journal of applied economics and policy
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
International journal of theoretical and applied finance
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Economic modelling
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The European journal of finance
2
The journal of futures markets
2
Annals of finance
1
Applied mathematical finance
1
Australian bulletin of labour
1
Bulletin of economic research
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economica
1
Energy economics
1
FinanzArchiv : public finance analysis
1
International tax and public finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of economic inequality
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Labour economics and productivity
1
New Zealand economic papers
1
Oxford economic papers
1
Public finance and management : PFM
1
The Manchester School
1
The Manchester School of Economic and Social Studies
1
The journal of computational finance
1
The review of income and wealth : journal of the International Association for Research in Income and Wealth
1
Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
1
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ECONIS (ZBW)
83
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1
Labour supply elasticities in New Zealand
Creedy, John
;
Mok, Penny
- In:
New Zealand economic papers
53
(
2019
)
2
,
pp. 125-143
Persistent link: https://www.econbiz.de/10012256267
Saved in:
2
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
3
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:
4
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
5
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, Carl
;
Kang, Boda
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10010337816
Saved in:
6
An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
- In:
Annals of finance
9
(
2013
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
Saved in:
7
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
8
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:
9
Welfare-improving income tax reforms : a microsimulation analysis
Creedy, John
;
Hérault, Nicolas
- In:
Oxford economic papers
64
(
2012
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10009488231
Saved in:
10
Commentary on Tax by Design: the Mirrlees review
Gordon, Roger H.
- In:
Fiscal studies : the journal of the Institute for …
32
(
2011
)
3
,
pp. 395-414
Persistent link: https://www.econbiz.de/10009316280
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