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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Börsenkurs
Stochastic process
Volatility
Theorie
57
Theory
57
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15
Option pricing theory
14
Optionspreistheorie
14
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14
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14
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12
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11
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10
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Chiarella, Carl
Gupta, Rangan
209
Faff, Robert W.
131
Narayan, Paresh Kumar
105
Ma, Feng
98
Bouri, Elie
96
McMillan, David G.
95
Brooks, Robert
94
Tiwari, Aviral Kumar
92
Bahmani-Oskooee, Mohsen
90
McAleer, Michael
89
Hammoudeh, Shawkat
86
Wooden, Mark
85
Burgess, John
83
Wohar, Mark E.
82
Miller, Paul W.
79
Caporale, Guglielmo Maria
70
Gil-Alaña, Luis A.
68
Smyth, Russell
67
Dollery, Brian
66
Zaremba, Adam
66
Ryu, Doojin
63
Xuan Vinh Vo
63
Dixon, Peter B.
62
Pierdzioch, Christian
62
Zhang, Wei
61
Apergēs, Nikolaos
60
Worthington, Andrew Charles
59
Kang, Sang Hoon
58
Mensi, Walid
57
Fabozzi, Frank J.
55
Wong, Wing Keung
55
Bollerslev, Tim
54
Frino, Alex
54
Valadkhani, Abbas
53
Hassan, M. Kabir
52
Lucey, Brian M.
52
Madura, Jeff
52
Salisu, Afees A.
52
Xiong, Xiong
52
Wang, Yudong
51
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International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Applied mathematical finance
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Journal of economic behavior & organization : JEBO
2
The European journal of finance
2
The journal of futures markets
2
Annals of finance
1
Energy economics
1
European journal of operational research : EJOR
1
Journal of empirical finance
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.
1
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ECONIS (ZBW)
31
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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
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:
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
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