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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Börsenkurs
CAPM
Volatility
Theorie
57
Theory
57
Volatilität
15
Option pricing theory
14
Optionspreistheorie
14
Yield curve
14
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14
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11
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11
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10
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Chiarella, Carl
Gupta, Rangan
207
Faff, Robert W.
145
Narayan, Paresh Kumar
104
Brooks, Robert
98
Ma, Feng
98
McMillan, David G.
98
Bouri, Elie
96
Zaremba, Adam
94
Tiwari, Aviral Kumar
93
Bahmani-Oskooee, Mohsen
88
Hammoudeh, Shawkat
85
McAleer, Michael
85
Wooden, Mark
85
Burgess, John
83
Wohar, Mark E.
83
Miller, Paul W.
79
Caporale, Guglielmo Maria
69
Smyth, Russell
67
Dollery, Brian
66
Apergēs, Nikolaos
65
Pierdzioch, Christian
64
Ryu, Doojin
64
Xuan Vinh Vo
64
Zhang, Wei
64
Dixon, Peter B.
62
Gil-Alaña, Luis A.
62
Fabozzi, Frank J.
60
Worthington, Andrew Charles
59
Kang, Sang Hoon
58
Bollerslev, Tim
57
Mensi, Walid
57
Hassan, M. Kabir
56
Madura, Jeff
55
Demirer, Rıza
54
Frino, Alex
54
Valadkhani, Abbas
53
Lucey, Brian M.
52
Salisu, Afees A.
52
Wang, Yudong
52
Xiong, Xiong
52
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Journal of economic behavior & organization : JEBO
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Asia-Pacific financial markets
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
The European journal of finance
3
Advances in Pacific Basin financial markets
2
The journal of futures markets
2
Annals of finance
1
Applied mathematical finance
1
Computational economics
1
Energy economics
1
Financial engineering and the Japanese markets
1
Journal of evolutionary economics : JEE
1
Macroeconomic dynamics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of computational finance
1
Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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ECONIS (ZBW)
33
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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
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Time-varying beta: a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Journal of evolutionary economics : JEE
23
(
2013
)
3
,
pp. 609-639
Persistent link: https://www.econbiz.de/10009773913
Saved in:
10
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
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