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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatility"
~subject:"Australia"
~person:"Chiarella, Carl"
~person:"Creedy, John"
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Volatility
Australia
Theorie
200
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200
Australien
58
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47
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47
Einkommensverteilung
46
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46
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44
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Chiarella, Carl
Creedy, John
Gupta, Rangan
152
Faff, Robert W.
112
Bouri, Elie
88
Ma, Feng
87
Wooden, Mark
85
Burgess, John
83
Bahmani-Oskooee, Mohsen
82
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81
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80
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79
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64
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64
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61
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58
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56
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53
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52
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49
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Xuan Vinh Vo
46
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43
Caporale, Guglielmo Maria
41
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41
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40
Saunders, Peter
40
Andersen, Torben
39
Apergēs, Nikolaos
39
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39
Zhang, Yaojie
39
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38
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38
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The Australian economic review
9
Australian economic papers
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
5
The economic record : er
5
Economic analysis and policy
4
Economic papers : a journal of applied economics and policy
4
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4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
International journal of theoretical and applied finance
3
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2
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Australian bulletin of labour
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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)
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1
Labour supply elasticities in New Zealand
Creedy, John
;
Mok, Penny
- In:
New Zealand economic papers
53
(
2019
)
2
,
pp. 125-143
Persistent link: https://www.econbiz.de/10012256267
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Welfare-improving income tax reforms : a microsimulation analysis
Creedy, John
;
Hérault, Nicolas
- In:
Oxford economic papers
64
(
2012
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10009488231
Saved in:
10
Tax policy design and the role of a tax-free threshold
Creedy, John
;
Hérault, Nicolas
;
Kalb, Guyonne
- In:
Public finance and management : PFM
11
(
2011
)
4
,
pp. 338-364
Persistent link: https://www.econbiz.de/10009419162
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