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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Agent-based modeling"
~subject:"Australia"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Agent-based modeling
Australia
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57
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15
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Chiarella, Carl
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
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82
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79
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65
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64
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62
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61
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58
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56
Kang, Sang Hoon
53
Valadkhani, Abbas
52
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51
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50
Leigh, Andrew
50
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50
Hunter, Boyd H.
49
Narayan, Paresh Kumar
49
Wohar, Mark E.
49
Mensi, Walid
48
Xuan Vinh Vo
46
Caporale, Guglielmo Maria
45
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44
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44
Wang, Yudong
44
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43
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42
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41
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41
Apergēs, Nikolaos
40
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40
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40
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40
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International journal of theoretical and applied finance
4
Applied mathematical finance
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Journal of economic dynamics & control
3
Advances in Pacific Basin financial markets
2
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2
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2
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2
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Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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ECONIS (ZBW)
30
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1
Monetary policy and debt deflation : some computational experiments
Chiarella, Carl
;
Di Guilmi, Corrado
- In:
Macroeconomic dynamics
21
(
2017
)
1
,
pp. 214-242
Persistent link: https://www.econbiz.de/10011686129
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
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:
4
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:
5
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
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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