Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
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
The dynamic interaction of rat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
240
Theory
237
Volatility
67
Option pricing theory
59
Optionspreistheorie
59
Stochastischer Prozess
59
Stochastic process
56
Keynesian economics
44
Keynesianismus
44
Yield curve
43
Zinsstruktur
42
Business cycle
37
Konjunktur
37
Anlageverhalten
35
CAPM
35
Behavioural finance
34
Portfolio-Management
34
Neoclassical synthesis
32
Neoklassische Synthese
32
Portfolio selection
32
Börsenkurs
31
Share price
31
Chaos theory
30
Chaostheorie
30
Monetary growth model
30
Monetäre Wachstumstheorie
30
Estimation
26
Schätzung
25
Dynamische Wirtschaftstheorie
24
Economic dynamics
24
Erwartungsbildung
24
Expectation formation
24
Macroeconomics
24
Makroökonomik
24
Monte Carlo simulation
21
Nichtlineare Dynamik
21
Konjunkturtheorie
20
Nonlinear dynamics
20
Phillips curve
20
more ...
less ...
Online availability
All
Free
33
Undetermined
4
Type of publication
All
Book / Working Paper
43
Article
23
Type of publication (narrower categories)
All
Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
5
Book section
5
more ...
less ...
Language
All
English
66
Author
All
Chiarella, Carl
66
Kang, Boda
19
Nikitopoulos, Christina Sklibosios
12
He, Xue-zhong
9
Bhar, Ramaprasad
8
Ziogas, Andrew
7
Ziveyi, Jonathan
6
Chege Maina, Samuel
5
Yun, Bao
4
Dieci, Roberto
3
Huang, Weihong
3
Khomin, Alexander
3
Li, Kai
3
Meyer, Gunter H.
3
Tô, Thuy-duong
3
Zheng, Huanhuan
3
Zwinkels, Remco C. J.
3
Griebsch, Susanne
2
Hsiao, Chih-ying
2
Kalev, Petko S.
2
Lian, Guanghua
2
Schlögl, Erik
2
To, Thuy Duong
2
Adolfsson, Thomas
1
Beyna, Ingo
1
Cheang, Gerald
1
Chewlow, Les
1
Clewlow, Les
1
Duong, Thuy
1
Giansante, Simone
1
Hassan, Nadima el
1
Hung, Hing
1
King, Boda
1
Kwon, Oh Kang
1
Meyer, Gunter
1
Nikitopoulos, Christina
1
Sklibosios Nikitopoulosa, Christina
1
Sordi, Serena
1
To, Thuy-duong
1
Tô, Thuy-Duong
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
International journal of theoretical and applied finance
3
Journal of economic behavior & organization : JEBO
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Quantitative Finance Research Centre Research Paper
2
The Oxford handbook of computational economics and finance
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Annals of finance
1
Applied Mathematics and Computation, Forthcoming
1
Applied mathematical finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
Energy economics
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Journal of economic dynamics & control
1
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
The European journal of finance
1
The journal of computational finance
1
The journal of futures markets
1
UNSW Business School Research Paper
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
2
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
3
Learning in a generalised Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
- In:
Economic theory and international trade : essays in …
,
(pp. 249-267)
.
2002
Persistent link: https://www.econbiz.de/10001945298
Saved in:
4
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
5
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
6
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
7
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
8
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
9
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
10
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
