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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"CAPM"
~subject:"Portfolio-Management"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
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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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11
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10
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Chiarella, Carl
Gupta, Rangan
164
Faff, Robert W.
139
Fabozzi, Frank J.
109
Bouri, Elie
100
Brooks, Robert
97
McAleer, Michael
95
Ma, Feng
91
Hammoudeh, Shawkat
85
Wooden, Mark
85
Zaremba, Adam
84
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
Tiwari, Aviral Kumar
80
Miller, Paul W.
79
Kang, Sang Hoon
69
Wong, Wing Keung
68
Dollery, Brian
64
Dixon, Peter B.
61
McMillan, David G.
61
Narayan, Paresh Kumar
61
Xuan Vinh Vo
60
Mensi, Walid
58
Satchell, Stephen
58
Worthington, Andrew Charles
58
Smyth, Russell
57
Bollerslev, Tim
56
Wohar, Mark E.
56
Apergēs, Nikolaos
53
Jarrow, Robert A.
53
Madan, Dilip B.
53
Valadkhani, Abbas
53
Demirer, Rıza
51
Leigh, Andrew
50
Creedy, John
49
Hunter, Boyd H.
49
Nguyen, Duc Khuong
49
Wang, Yudong
49
Yoon, Seong-min
48
Caporale, Guglielmo Maria
47
Lien, Da-hsiang Donald
47
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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
Computational economics
2
Journal of economic dynamics & control
2
The journal of futures markets
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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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