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person:"Chiarella, Carl"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~isPartOf:"Journal of economic dynamics & control"
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
Journal of economic dynamics & control
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
International journal of theoretical and applied finance
3
Quantitative Finance Research Centre Research Paper
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Applied mathematical finance
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The Oxford handbook of computational economics and finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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European journal of operational research : EJOR
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Handbook of computational economics : volume 3
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Handbook of computational economics ; Volume 3
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Quantitative and empirical analysis of nonlinear dynamic macromodels
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Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 288, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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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:
2
Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732756
Saved in:
3
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
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