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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"CAPM"
~subject:"Derivative"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
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57
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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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11
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Chiarella, Carl
Gupta, Rangan
156
Faff, Robert W.
136
Brooks, Robert
94
Bouri, Elie
89
Ma, Feng
87
McAleer, Michael
86
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
Miller, Paul W.
79
Zaremba, Adam
74
Lien, Da-hsiang Donald
67
Fabozzi, Frank J.
66
Hammoudeh, Shawkat
66
Dollery, Brian
64
Tiwari, Aviral Kumar
64
Dixon, Peter B.
61
Worthington, Andrew Charles
58
McMillan, David G.
57
Smyth, Russell
57
Jarrow, Robert A.
56
Bollerslev, Tim
54
Kang, Sang Hoon
54
Narayan, Paresh Kumar
53
Wohar, Mark E.
53
Valadkhani, Abbas
52
Leigh, Andrew
50
Wang, Yudong
50
Creedy, John
49
Demirer, Rıza
49
Hunter, Boyd H.
49
Mensi, Walid
48
Madan, Dilip B.
47
Xuan Vinh Vo
47
Apergēs, Nikolaos
46
Batten, Jonathan A.
46
Kumar, Dilip
46
Frino, Alex
45
Freebairn, John William
44
Ryu, Doojin
44
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International journal of theoretical and applied finance
4
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
The European journal of finance
3
Advances in Pacific Basin financial markets
2
Applied mathematical finance
2
Journal of economic dynamics & control
2
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Journal of evolutionary economics : JEE
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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)
34
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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
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:
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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