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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Australia
Stochastic process
Volatility
Theorie
146
Theory
144
Volatilität
42
Stochastischer Prozess
36
Yield curve
36
Zinsstruktur
36
Option pricing theory
35
Optionspreistheorie
35
CAPM
26
Anlageverhalten
23
Behavioural finance
22
Portfolio-Management
21
Schätzung
21
Estimation
20
Portfolio selection
20
Erwartungsbildung
18
Expectation formation
18
Keynesian economics
18
Keynesianismus
18
Australien
17
Börsenkurs
17
Share price
17
Monetary growth model
16
Monetäre Wachstumstheorie
16
Business cycle
14
Interest rate derivative
14
Konjunktur
14
Zinsderivat
14
Chaos theory
13
Chaostheorie
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Securities trading
12
Spekulation
12
Wertpapierhandel
12
Derivat
11
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Book / Working Paper
45
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27
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Working Paper
Arbeitspapier
45
Graue Literatur
41
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41
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7
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7
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Language
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English
Author
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Chiarella, Carl
McAleer, Michael
287
Gupta, Rangan
212
Wooden, Mark
168
Caporale, Guglielmo Maria
144
Miller, Paul W.
131
Cobb-Clark, Deborah A.
129
Faff, Robert W.
124
Leigh, Andrew
122
Burgess, John
111
Creedy, John
109
Harding, Ann
105
Dixon, Peter B.
103
Chang, Chia-Lin
102
Bollerslev, Tim
98
Bouri, Elie
98
Anderson, Kym
95
Worthington, Andrew Charles
95
Allen, David E.
94
Chapman, Bruce James
90
Webster, Elizabeth
90
Brooks, Robert
89
Dollery, Brian
89
Ma, Feng
88
Andersen, Torben
87
Bahmani-Oskooee, Mohsen
84
Gil-Alaña, Luis A.
82
Kalb, Guyonne
82
Valadkhani, Abbas
82
Wilkins, Roger
79
Hunter, Boyd H.
78
Koopman, Siem Jan
78
Borland, Jeff
77
Freebairn, John William
77
Pierdzioch, Christian
77
Saunders, Peter
77
Spagnolo, Nicola
75
Hammoudeh, Shawkat
74
Lim, Guay C.
74
Smyth, Russell
74
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
10
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
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Discussion paper / Tinbergen Institute
2
Journal of economic dynamics & control
2
The European journal of finance
2
The journal of futures markets
2
Annals of finance
1
Darmstadt discussion papers in economics : applied research in economics
1
Energy economics
1
European journal of operational research : EJOR
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
The journal of computational finance
1
Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
1
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ECONIS (ZBW)
72
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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
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
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
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
7
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:
8
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:
9
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:
10
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:
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