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~language:"eng"
~person:"Chiarella, Carl"
~person:"Miller, Paul W."
~subject:"Australia"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Stochastic process
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Australien
88
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62
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27
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27
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25
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25
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22
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22
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Chiarella, Carl
Miller, Paul W.
Gupta, Rangan
155
Faff, Robert W.
113
Bouri, Elie
89
Ma, Feng
87
McAleer, Michael
85
Wooden, Mark
85
Bahmani-Oskooee, Mohsen
84
Burgess, John
83
Brooks, Robert
82
Hammoudeh, Shawkat
65
Dollery, Brian
64
Tiwari, Aviral Kumar
62
Dixon, Peter B.
61
Worthington, Andrew Charles
58
Smyth, Russell
56
Kang, Sang Hoon
53
Valadkhani, Abbas
52
Bollerslev, Tim
51
Creedy, John
50
Leigh, Andrew
50
McMillan, David G.
50
Hunter, Boyd H.
49
Narayan, Paresh Kumar
49
Wohar, Mark E.
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Mensi, Walid
48
Xuan Vinh Vo
46
Caporale, Guglielmo Maria
44
Freebairn, John William
44
Kumar, Dilip
44
Wang, Yudong
44
Gil-Alaña, Luis A.
43
Fabozzi, Frank J.
42
Pierdzioch, Christian
41
Quiggin, John C.
41
Apergēs, Nikolaos
40
Escudero, Laureano F.
40
Frino, Alex
40
Saunders, Peter
40
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The economic record : er
15
The Australian economic review
14
Australian economic papers
12
International journal of theoretical and applied finance
4
International migration review : IMR
4
Applied mathematical finance
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
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ILR review : the journal of work and policy
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Advances in Pacific Basin financial markets
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Australasian journal of regional studies : journal of the Australian and New Zealand Regional Science Association International Inc.
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Australian bulletin of labour
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
106
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1
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:
2
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
3
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
4
Overeducation and earnings in the Australian graduate labour market : an application of the Vahey model
Li, Ian W.
;
Miller, Paul W.
- In:
Education economics
23
(
2015
)
1/2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10011344642
Saved in:
5
Attitudes toward economic risk and occupational choice
Le, Anh Tram
;
Miller, Paul W.
;
Slutske, Wendy S.
; …
- In:
Industrial relations : a journal of economy & society
53
(
2014
)
4
,
pp. 568-592
Persistent link: https://www.econbiz.de/10011313347
Saved in:
6
School outcomes in New South Wales and Queensland : a regression discontinuity approach
Miller, Paul W.
;
Voon, Derby
- In:
Education economics
22
(
2014
)
5/6
,
pp. 427-448
Persistent link: https://www.econbiz.de/10010480580
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
The absorption of recent graduates into the Australian labour market : variations by University attended and field of study
Li, Ian W.
;
Miller, Paul W.
- In:
The Australian economic review
46
(
2013
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10009758394
Saved in:
9
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:
10
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
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