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USA
Theorie
269
Theory
266
Volatility
77
Volatilität
76
Option pricing theory
66
Optionspreistheorie
66
Stochastischer Prozess
63
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54
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53
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44
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44
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30
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Dynamische Wirtschaftstheorie
24
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English
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Bhar, Ramaprasad
19
Chiarella, Carl
13
Flaschel, Peter
5
Hamori, Shigeyuki
5
Malliaris, Anastasios G.
5
Semmler, Willi
5
Malliaris, A. (Tassos) G.
4
Alaganar, Vairamuththu T.
3
Chen, Pu
3
Kang, Boda
2
Mittnik, Stefan
2
Asada, Tōichirō
1
Colwell, David B.
1
Eisen, Roland
1
Franke, Reiner
1
Gao, Shenhuai
1
Hartmann, Florian
1
He, Xue-zhong
1
Huang, Weihong
1
Hung, Hing
1
Lee, Damien
1
Malliaris, Mary
1
Malliaris, Mary E.
1
Meyer, Gunter H.
1
Nikitopoulos, Christina Sklibosios
1
Proano, Christian
1
To, Thuy-duong
1
Tô, Thuy-duong
1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Quantitative and empirical analysis of nonlinear dynamic macromodels
2
The journal of futures markets
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Asia-Pacific financial markets
1
Diskussionsarbeit
1
Economic modelling
1
Economics letters
1
Global finance journal
1
Growth and cycle in the Euro-zone
1
International review of financial analysis
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic and social measurement
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk and financial management : JRFM
1
Kyklos : international review for social sciences
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Quantitative Finance Research Centre Research Paper Number
1
Research in financial services : private and public policy
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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1
Diversification gains from American depositary receipts and foreign equities : evidence from Australian stocks
Alaganar, Vairamuththu T.
;
Bhar, Ramaprasad
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001536910
Saved in:
2
Are there rational bubbles in the US stock market? : Overview and a new test
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
-
2001
Persistent link: https://www.econbiz.de/10001817960
Saved in:
3
Alternative characterization of the volatility in the growth rate of real GDP
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Japan and the world economy : international journal of …
15
(
2003
)
2
,
pp. 223-231
Persistent link: https://www.econbiz.de/10001745131
Saved in:
4
Information and volatility linkage under external shocks evidence from dually listed Australian stocks
Alaganar, Vairamuththu T.
;
Bhar, Ramaprasad
- In:
International review of financial analysis
11
(
2002
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001745211
Saved in:
5
Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economics letters
82
(
2004
)
2
,
pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
Saved in:
6
Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Journal of policy modeling : JPMOD ; a social science …
43
(
2021
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10012821057
Saved in:
7
Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad
;
Lee, Damien
- In:
The journal of futures markets
31
(
2011
)
8
,
pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
Saved in:
8
Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Journal of economic and social measurement
33
(
2008
)
4
,
pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
Saved in:
9
Computational issues in the stochastic discount factor framework for equity risk premium
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 235-249)
.
2014
Persistent link: https://www.econbiz.de/10011286583
Saved in:
10
Speculative nonfundamental components in mature stock markets : do they exist and are they related?
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 217-246
Persistent link: https://www.econbiz.de/10003424674
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