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~language:"eng"
~person:"Chiarella, Carl"
~person:"Härdle, Wolfgang"
~subject:"Volatility"
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Volatility
Theorie
108
Theory
106
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28
Keynesianismus
28
Business cycle
26
Konjunktur
26
Volatilität
23
Schätzung
22
Estimation
21
Monetary growth model
21
Monetäre Wachstumstheorie
21
Konjunkturtheorie
20
Neoclassical synthesis
19
Neoklassische Synthese
19
Business cycle theory
18
Börsenkurs
18
Share price
18
Zinsstruktur
16
Stochastic process
15
Stochastischer Prozess
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Yield curve
15
Chaos theory
14
Chaostheorie
14
Deutschland
13
Dynamische Wirtschaftstheorie
13
Economic dynamics
13
Portfolio-Management
13
Germany
12
Option pricing theory
12
Optionspreistheorie
12
Portfolio selection
11
Anlageverhalten
10
Behavioural finance
10
E-Learning
10
Nichtparametrisches Verfahren
10
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English
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Chiarella, Carl
Härdle, Wolfgang
McAleer, Michael
59
Gupta, Rangan
32
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
19
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Miller, Stephen M.
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Alòs, Elisa
7
Billio, Monica
7
Döpke, Jörg
7
Hammoudeh, Shawkat
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Clements, Kenneth W.
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Gil-Alaña, Luis A.
6
Häfke, Christian
6
Laurent, Sébastien
6
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SFB 649 discussion paper
8
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Journal of economic behavior & organization : JEBO
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
23
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1
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
4
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
5
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
6
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
7
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
8
Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001619299
Saved in:
9
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
10
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:
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