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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10004352260
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10004352262
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Stochastic filtering with applications in finance
Bhar, Ramaprasad - 2010
Persistent link: https://www.econbiz.de/10009361561
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An integrative approach to 2D-macromodels of growth, price and inventory dynamics
Chiarella, Carl; Flaschel, Peter - 1995
Persistent link: https://www.econbiz.de/10004303967
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A complete Keynesian model of monetary growth with sluggish price and quantity adjustments
Chiarella, Carl; Flaschel, Peter - 1995
Persistent link: https://www.econbiz.de/10004311006
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Keynesian monetary growth dynamics : the missing prototype
Chiarella, Carl; Flaschel, Peter - 1995
Persistent link: https://www.econbiz.de/10004245134
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Disequilibrium, growth and labor market dynamics : macro perspectives ; with 23 tables
Chiarella, Carl (contributor) - 2000
Persistent link: https://www.econbiz.de/10004551715
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl (contributor) - 2010
Persistent link: https://www.econbiz.de/10008735263
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Output, interest and the stock market : a reconsideration of the jump variable technique
Chiarella, Carl (contributor) - 2001
Persistent link: https://www.econbiz.de/10004754359
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Output, financial markets and growth : an extension of the Blanchard stock market approach
Chiarella, Carl (contributor) - 2001
Persistent link: https://www.econbiz.de/10004754380