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~language:"eng"
~person:"Chiarella, Carl"
~person:"Creedy, John"
~subject:"Australia"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Australia
Volatility
Theorie
246
Theory
246
Australien
61
Einkommensverteilung
50
Income distribution
50
Einkommensteuer
48
Income tax
48
Neuseeland
46
New Zealand
46
Estimation
28
Schätzung
28
Arbeitsangebot
25
Labour supply
25
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25
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20
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20
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Chiarella, Carl
Creedy, John
Gupta, Rangan
154
Faff, Robert W.
116
Burgess, John
91
Wooden, Mark
90
Bouri, Elie
89
Ma, Feng
87
Bahmani-Oskooee, Mohsen
84
Brooks, Robert
83
McAleer, Michael
82
Miller, Paul W.
81
Dixon, Peter B.
67
Worthington, Andrew Charles
66
Hammoudeh, Shawkat
65
Dollery, Brian
64
Tiwari, Aviral Kumar
61
Smyth, Russell
57
Bollerslev, Tim
55
Kang, Sang Hoon
53
Saunders, Peter
53
Valadkhani, Abbas
53
Hunter, Boyd H.
52
Freebairn, John William
51
Leigh, Andrew
50
McMillan, David G.
50
Wohar, Mark E.
49
Mensi, Walid
48
Narayan, Paresh Kumar
48
Xuan Vinh Vo
47
Andersen, Torben
45
Borland, Jeff
44
Chapman, Bruce James
44
Kumar, Dilip
44
Wang, Yudong
44
Pierdzioch, Christian
43
Caporale, Guglielmo Maria
41
Frino, Alex
41
Harding, Ann
41
Quiggin, John C.
41
Zhang, Yaojie
40
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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
5
The economic record : er
5
Economic analysis and policy
4
Economic papers : a journal of applied economics and policy
4
Fiscal studies : the journal of the Institute for Fiscal Studies
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
The European journal of finance
2
The Oxford handbook of computational economics and 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
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economic theory and international trade : essays in honour of Murray C. Kemp
1
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Energy economics
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Fiscal policy, inequality, and welfare
1
Handbook of computational economics ; Volume 3
1
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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
New Zealand economic papers
1
Oxford economic papers
1
Public finance and management : PFM
1
Studies on economic well-being : essays in the honor of John P. Formby
1
The journal of computational finance
1
Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
1
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ECONIS (ZBW)
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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
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
3
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
.
2018
Persistent link: https://www.econbiz.de/10013475840
Saved in:
4
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:
5
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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