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~language:"eng"
~person:"Chiarella, Carl"
~person:"Creedy, John"
~subject:"Australia"
~subject:"Simulation"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Simulation
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
Elasticity
19
Elastizität
19
Welfare analysis
18
Wohlfahrtsanalyse
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Steuereinnahmen
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Social security benefits
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Tax reform
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Öffentliche Sozialleistungen
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Optimale Besteuerung
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Option pricing theory
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Optionspreistheorie
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Chiarella, Carl
Creedy, John
Gupta, Rangan
152
Faff, Robert W.
113
Bouri, Elie
88
Ma, Feng
87
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
McAleer, Michael
82
Brooks, Robert
81
Miller, Paul W.
79
Dollery, Brian
64
Hammoudeh, Shawkat
64
Dixon, Peter B.
63
Tiwari, Aviral Kumar
63
Worthington, Andrew Charles
58
Smyth, Russell
56
Kang, Sang Hoon
53
Valadkhani, Abbas
53
Bollerslev, Tim
51
Leigh, Andrew
50
McMillan, David G.
50
Hunter, Boyd H.
49
Narayan, Paresh Kumar
49
Wohar, Mark E.
49
Mensi, Walid
48
Xuan Vinh Vo
46
Freebairn, John William
44
Kumar, Dilip
44
Wang, Yudong
44
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Frino, Alex
40
Saunders, Peter
40
Zhang, Yaojie
40
Andersen, Torben
39
Apergēs, Nikolaos
39
Borland, Jeff
39
Chapman, Bruce James
38
Corbet, Shaen
38
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The Australian economic review
9
Australian economic papers
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Fiscal studies : the journal of the Institute for Fiscal Studies
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
New Zealand economic papers
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Bulletin of economic research
2
Economic modelling
2
International tax and public finance
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
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economica
1
Energy economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of economic inequality
1
Journal of economic studies
1
Journal of economic surveys
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford economic papers
1
Public finance and management : PFM
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)
82
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1
A microsimulation analysis of marginal welfare-improving income tax reforms for New Zealand
Creedy, John
;
Gemmell, Norman
;
Hérault, Nicolas
;
Mok, Penny
- In:
International tax and public finance
27
(
2020
)
2
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012226566
Saved in:
2
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:
3
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:
4
An analysis of benefit flows in New Zealand using a social accounting framework
Aziz, Omar
;
Carroll, Nick
;
Creedy, John
- In:
New Zealand economic papers
49
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011404688
Saved in:
5
Pensions, savings and housing : a life-cycle framework with policy simulations
Creedy, John
;
Gemmell, Norman
;
Scobie, Grant McDonald
- In:
Economic modelling
46
(
2015
),
pp. 346-357
Persistent link: https://www.econbiz.de/10011436640
Saved in:
6
Social expenditure in New Zealand : stochastic projections
Creedy, John
;
Makale, Kathleen
- In:
New Zealand economic papers
48
(
2014
)
2
,
pp. 196-208
Persistent link: https://www.econbiz.de/10010375412
Saved in:
7
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:
8
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:
9
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:
10
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
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