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Chiarella, Carl
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1

"Animal spirits" and bank's lending behaviour, a disequilib..:

Chiarella, Carl ; Di Guilmi, Corrado ; Zhi, Tianhao
Studies in Nonlinear Dynamics & Econometrics.  24 (2019)  2 - p. , 2019
Link: https://doi.org/10.1515/..
 
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2

Stochastic correlation and risk premia in term structure mo..:

Chiarella, Carl ; Hsiao, Chih-Ying ; Tô, Thuy-Duong
Journal of Empirical Finance.  37 (2016)  - p. 59-78 , 2016
Link: https://doi.org/10.1016/..
 
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3

Chasing trends at the micro-level: The effect of technical ..:

Chiarella, Carl ; Ladley, Daniel
Journal of Banking & Finance.  72 (2016)  - p. S119-S131 , 2016
Link: https://doi.org/10.1016/..
 
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4

A behavioural model of investor sentiment in limit order ma..:

Chiarella, Carl ; He, Xue-Zhong ; Shi, Lei.
Quantitative Finance.  17 (2016)  1 - p. 71-86 , 2016
Link: https://doi.org/10.1080/..
 
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5

Learning, information processing and order submission in li..:

Chiarella, Carl ; He, Xue-Zhong ; Wei, Lijian
Journal of Economic Dynamics and Control.  61 (2015)  - p. 245-268 , 2015
Link: https://doi.org/10.1016/..
 
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6

The limit distribution of evolving strategies in financial ..:

Chiarella, Carl ; Di Guilmi, Corrado
Studies in Nonlinear Dynamics & Econometrics.  19 (2015)  2 - p. , 2015
Link: https://doi.org/10.1515/..
 
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7

Fear or fundamentals? Heterogeneous beliefs in the European..:

Chiarella, Carl ; ter Ellen, Saskia ; He, Xue-Zhong.
Journal of Empirical Finance.  32 (2015)  - p. 19-34 , 2015
Link: https://doi.org/10.1016/..
 
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8

The Return–Volatility Relation in Commodity Futures Markets:

Chiarella, Carl ; Kang, Boda ; Nikitopoulos, Christina Sklibosios.
Journal of Futures Markets.  36 (2015)  2 - p. 127-152 , 2015
Link: https://doi.org/10.1002/..
 
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9

Volatility swaps and volatility options on discretely sampl..:

Lian, Guanghua ; Chiarella, Carl ; Kalev, Petko S.
Journal of Economic Dynamics and Control.  47 (2014)  - p. 239-262 , 2014
Link: https://doi.org/10.1016/..
 
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10

A comparative study on time-efficient methods to price comp..:

Chiarella, Carl ; Griebsch, Susanne ; Kang, Boda
Computers & Mathematics with Applications.  67 (2014)  6 - p. 1254-1270 , 2014
Link: https://doi.org/10.1016/..
 
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11

Volatility Swaps and Volatility Options on Discretely Sampl..:

Lian, Guanghua ; Chiarella, Carl ; Kalev, Petko S.
Journal of Economic Dynamics and Control, Forthcoming.  , 2014
Link: https://ssrn.com/abstrac..
 
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12

Heterogeneous expectations in asset pricing: Empirical evid..:

Chiarella, Carl ; He, Xue-Zhong ; Zwinkels, Remco C.J.
Journal of Economic Behavior & Organization.  105 (2014)  - p. 1-16 , 2014
Link: https://doi.org/10.1016/..
 
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13

Pricing range notes within Wishart affine models:

Chiarella, Carl ; Da Fonseca, José ; Grasselli, Martino
Insurance: Mathematics and Economics.  58 (2014)  - p. 193-203 , 2014
Link: https://doi.org/10.1016/..
 
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14

CFEnetwork: The Annals of Computational and Financial Econo..:

Kontoghiorghes, Erricos J. ; Van Dijk, Herman K. ; Belsley, David A....
Computational Statistics & Data Analysis.  76 (2014)  - p. 1-3 , 2014
Link: https://doi.org/10.1016/..
 
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15

Correction: Exchange Option under Jump-diffusion Dynamics:

Caldana, Ruggero ; Cheang, Gerald H. L. ; Chiarella, Carl.
Applied Mathematical Finance.  22 (2014)  1 - p. 99-103 , 2014
Link: https://doi.org/10.1080/..
 
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