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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Risk premium"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Risk premium
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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Chiarella, Carl
Gupta, Rangan
167
Faff, Robert W.
116
Bouri, Elie
91
Ma, Feng
88
McAleer, Michael
87
Bahmani-Oskooee, Mohsen
86
Wooden, Mark
85
Brooks, Robert
83
Burgess, John
83
Miller, Paul W.
79
Hammoudeh, Shawkat
72
Dollery, Brian
64
Tiwari, Aviral Kumar
62
Dixon, Peter B.
61
Worthington, Andrew Charles
58
Smyth, Russell
57
Wohar, Mark E.
57
Bollerslev, Tim
56
Fabozzi, Frank J.
56
McMillan, David G.
54
Narayan, Paresh Kumar
54
Kang, Sang Hoon
53
Valadkhani, Abbas
52
Creedy, John
50
Leigh, Andrew
50
Hunter, Boyd H.
49
Mensi, Walid
49
Quiggin, John C.
49
Wang, Yudong
48
Apergēs, Nikolaos
47
Caporale, Guglielmo Maria
47
Gil-Alaña, Luis A.
47
Xuan Vinh Vo
47
Demirer, Rıza
44
Freebairn, John William
44
Kumar, Dilip
44
Pierdzioch, Christian
44
Batten, Jonathan A.
42
Zhang, Yaojie
42
Carr, Peter
41
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International journal of theoretical and applied finance
4
Applied mathematical finance
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Asia-Pacific financial markets
3
Advances in Pacific Basin financial markets
2
Journal of economic dynamics & control
2
Journal of empirical finance
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
International journal of monetary economics and finance
1
Journal of economic behavior & organization : JEBO
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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)
32
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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
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl
;
Ellen, Saskia ter
;
He, Xue-zhong
;
Wu, Eliza
- In:
Journal of empirical finance
32
(
2015
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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
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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