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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Behavioural finance"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Behavioural finance
CAPM
Volatility
Theorie
57
Theory
57
Volatilität
15
Option pricing theory
14
Optionspreistheorie
14
Yield curve
14
Zinsstruktur
14
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11
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11
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10
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9
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Article in journal
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48
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41
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36
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English
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Chiarella, Carl
Gupta, Rangan
170
Faff, Robert W.
139
Bouri, Elie
98
Brooks, Robert
90
Ma, Feng
88
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
McAleer, Michael
82
Miller, Paul W.
79
Zaremba, Adam
78
Hammoudeh, Shawkat
66
Tiwari, Aviral Kumar
66
Dollery, Brian
64
Dixon, Peter B.
61
Narayan, Paresh Kumar
60
Worthington, Andrew Charles
60
Demirer, Rıza
58
Zhang, Wei
58
Ryu, Doojin
57
Kang, Sang Hoon
56
Smyth, Russell
56
Wohar, Mark E.
56
Fabozzi, Frank J.
55
McMillan, David G.
55
Bollerslev, Tim
54
Valadkhani, Abbas
52
Xuan Vinh Vo
51
Kumar, Dilip
50
Leigh, Andrew
50
Apergēs, Nikolaos
49
Creedy, John
49
Hunter, Boyd H.
49
Mensi, Walid
49
Caporale, Guglielmo Maria
48
Frino, Alex
48
Lucey, Brian M.
48
Wang, Yudong
46
Freebairn, John William
44
Corbet, Shaen
43
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Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
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
The European journal of finance
3
Advances in Pacific Basin financial markets
2
Applied mathematical finance
2
The journal of futures markets
2
Annals of finance
1
Computational economics
1
Energy economics
1
Financial engineering and the Japanese markets
1
International journal of behavioural accounting and finance : IJBAF
1
Journal of evolutionary economics : JEE
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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)
36
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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
The limit distribution of evolving strategies in financial markets
Chiarella, Carl
;
Di Guilmi, Corrado
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 137-159
Persistent link: https://www.econbiz.de/10011313593
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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