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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"CAPM"
~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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Option pricing theory
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.
130
Bouri, Elie
89
Ma, Feng
87
Brooks, Robert
86
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
McAleer, Michael
82
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79
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74
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65
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64
Tiwari, Aviral Kumar
63
Dixon, Peter B.
61
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58
Smyth, Russell
56
Bollerslev, Tim
54
McMillan, David G.
54
Kang, Sang Hoon
53
Narayan, Paresh Kumar
52
Valadkhani, Abbas
52
Wohar, Mark E.
51
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50
Creedy, John
49
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49
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49
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48
Demirer, Rıza
47
Xuan Vinh Vo
47
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46
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45
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45
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44
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43
Pierdzioch, Christian
43
Madan, Dilip B.
42
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42
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42
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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
The European journal of finance
3
Advances in Pacific Basin financial markets
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The journal of futures markets
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Journal of evolutionary economics : JEE
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Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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ECONIS (ZBW)
30
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21
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
22
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
23
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
24
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
25
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
26
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
27
Pricing of futures options by use of generalised binomial lattice model : an empirical study on the SFE
Bhar, Ramaprasad
- In:
Xiang gang jing ji xue hui hui kan : annual publ. of …
24
(
1996
),
pp. 41-54
Persistent link: https://www.econbiz.de/10001211581
Saved in:
28
Detecting and modelling nonlinearity in flexible exchange rate time series
Chiarella, Carl
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 159-186
Persistent link: https://www.econbiz.de/10001174923
Saved in:
29
The interaction of the financing and investment decisions : preliminary results in the Australian context
Chiarella, Carl
;
Pham, Toan M.
;
Sim, Ah-boon
;
Tan, …
- In:
Asia Pacific journal of management : APJM ; a …
9
(
1992
)
2
,
pp. 209-229
Persistent link: https://www.econbiz.de/10001136376
Saved in:
30
An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl
;
Mackenzie, David
;
Pham, Toan M.
- In:
Asia Pacific journal of management : APJM ; a …
7
(
1990
),
pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
Saved in:
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