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~person:"Chiarella, Carl"
~person:"Shavell, Steven"
~subject:"CAPM"
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Chiarella, Carl
Shavell, Steven
Stambaugh, Robert F.
49
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46
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40
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38
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9
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2
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Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
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ECONIS (ZBW)
29
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1
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:
2
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
3
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
4
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
5
An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl
;
Mackenzie, David
;
Pham, Toan M.
- In:
Asia Pacific journal of management : APJM ; a …
7
(
1990
),
pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
Saved in:
6
An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies
Chiarella, Carl
;
He, Xue-zhong
-
2002
Persistent link: https://www.econbiz.de/10001732770
Saved in:
7
Speculative behaviour and complex asset price dynamics : a global analysis
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 173-197
Persistent link: https://www.econbiz.de/10001702982
Saved in:
8
Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker
Chiarella, Carl
;
He, Xue-zhong
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 503-536
Persistent link: https://www.econbiz.de/10001794148
Saved in:
9
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
10
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
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