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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Share price"
~subject:"Stochastic process"
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Share price
Stochastic process
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Chiarella, Carl
Gupta, Rangan
22
McAleer, Michael
21
Caporale, Guglielmo Maria
20
Stulz, René M.
18
Allen, David E.
15
Liljeblom, Eva
14
Härdle, Wolfgang
13
Mumtaz, Haroon
12
Pierdzioch, Christian
12
Gil-Alaña, Luis A.
11
Yu, Jun
11
Berglund, Tom
10
Hayo, Bernd
10
Lee, Jung Wan
10
Kang, Wensheng
9
Theodoridis, Konstantinos
9
Vespignani, Joaquin
9
Weber, Enzo
9
Alòs, Elisa
8
Guo, Hui
8
Hou, Kewei
8
Beaudry, Paul
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Neuenkirch, Matthias
7
Portier, Franck
7
Albuquerque, Rui
6
Birru, Justin
6
Bohl, Martin T.
6
Cepni, Oguzhan
6
Galizia, Dana
6
Groenewold, Nicolaas
6
Hsing, Yu
6
Kamihigashi, Takashi
6
Kilic, Mete
6
Kontonikas, Alexandros
6
Madura, Jeff
6
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Quantitative Finance Research Centre <Sydney>
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11
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5
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
17
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1
Continuous time model estimation
Chiarella, Carl
;
Gao, Shenhuai
-
2004
Persistent link: https://www.econbiz.de/10002610955
Saved in:
2
Solving the price-earnings puzzle
Chiarella, Carl
;
Goa, Shenhuai
-
2002
Persistent link: https://www.econbiz.de/10001678540
Saved in:
3
Modelling the value of the S&P 500 : a system dynamics perspective
Chiarella, Carl
;
Goa, Shenhuai
-
2002
Persistent link: https://www.econbiz.de/10001678544
Saved in:
4
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
5
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
-
2004
Persistent link: https://www.econbiz.de/10002431655
Saved in:
6
A dynamic analysis of speculation across two markets
Chiarella, Carl
(
contributor
);
Dieci, Roberto
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260577
Saved in:
7
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
8
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
9
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
10
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
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