//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chiarella, Carl"
~subject:"Share price"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Road traffic congestion and pu...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stochastischer Prozess
Theorie
244
Theory
241
Volatility
33
Volatilität
33
Keynesian economics
29
Keynesianismus
29
CAPM
28
Stochastic process
28
Monetary growth model
22
Monetäre Wachstumstheorie
22
Yield curve
22
Zinsstruktur
22
Börsenkurs
21
Neoclassical synthesis
20
Neoklassische Synthese
20
Portfolio-Management
20
Chaos theory
19
Chaostheorie
19
Option pricing theory
19
Optionspreistheorie
19
Dynamische Wirtschaftstheorie
18
Economic dynamics
18
Erwartungsbildung
18
Expectation formation
18
Portfolio selection
18
Anlageverhalten
17
Behavioural finance
17
Business cycle
16
Geldpolitik
16
Konjunktur
16
Nichtlineare Dynamik
16
Financial crisis
15
Finanzkrise
15
Nonlinear dynamics
15
Macroeconomics
14
Makroökonomik
14
Monetary policy
14
Agent-based modeling
13
more ...
less ...
Online availability
All
Free
27
Undetermined
4
Type of publication
All
Book / Working Paper
33
Article
18
Type of publication (narrower categories)
All
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Arbeitspapier
22
Aufsatz im Buch
10
Book section
10
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
51
Author
All
Chiarella, Carl
Phillips, Peter C. B.
65
Lux, Thomas
54
Koopman, Siem Jan
52
Hautsch, Nikolaus
48
Caporale, Guglielmo Maria
47
Sethi, Suresh
43
Campbell, John Y.
42
Timmermann, Allan
40
Escudero, Laureano F.
39
Platen, Eckhard
38
Härdle, Wolfgang
37
McAleer, Michael
37
Post, Thierry
36
Barndorff-Nielsen, Ole E.
35
Gil-Alaña, Luis A.
33
Yu, Jun
33
Dow, James
32
Kohlmann, Michael
32
Liesenfeld, Roman
30
Foucault, Thierry
29
He, Xue-zhong
28
Jarrow, Robert A.
28
Lo, Andrew W.
28
Gupta, Rangan
27
Linton, Oliver
27
Veronesi, Pietro
27
Sornette, Didier
26
Weber, Michael
26
Westerhoff, Frank H.
26
Abel, Andrew B.
25
Asai, Manabu
25
Gorton, Gary
25
Subrahmanyam, Avanidhar
25
Dumas, Bernard
24
Gendreau, Michel
24
Horst, Ulrich
24
Shephard, Neil G.
24
Stambaugh, Robert F.
24
Pesaran, M. Hashem
23
more ...
less ...
Institution
All
Quantitative Finance Research Centre <Sydney>
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
4
Discussion paper / Tinbergen Institute
2
Journal of economic dynamics & control
2
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
2
Quantitative Finance Research Centre Research Paper
2
The Oxford handbook of computational economics and finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Diskussionsarbeit
1
Forschungsberichte / Ludwig Boltzmann Institut zur Analyse Wirtschaftspolitischer Aktivitäten
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
The complex dynamics of economic interaction : essays in economics and econophysics
1
Tinbergen Institute Discussion Paper
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
EconStor
1
Showing
1
-
10
of
51
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
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
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:
4
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
5
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:
6
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
7
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:
8
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:
9
Output, financial markets and growth : an extension of the blanchard stock market approach
Chiarella, Carl
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001585452
Saved in:
10
Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 177-195)
.
2002
Persistent link: https://www.econbiz.de/10001672233
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->