E-LIB Suche - Ergebnisse für: Chiarella, Carl

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/..

2

Particle Filters for Markov Switching Stochastic Volatility..:

, In: The Oxford handbook of computational economics and finance / edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du

Bao, Yun ; Chiarella, Carl ; Kang, Boda. (2018)

Link: https://doi.org/10.1093/..

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/..

4

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/..

5

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/..

6

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/..

7

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/..

8

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/..

9

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/..

10

Chapter 5. Computational Methods for Derivatives with Early..:

, In: Handbook of computational economics / Karl Schmedders, Kenneth L. Judd

Chiarella, Carl ; Kang, Boda ; Meyer, Gunter.. (2014) - p. 225-275

Link: https://doi.org/10.1016/..

Copies: Zentrale:E02 a vwl 895/542-3; BB WiWi: 11a vwl 895/542a-3

11

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/..

12

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/..

13

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..

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/..

15

The numerical solution of the American option pricing probl..:

Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H , 2014

Link: https://search.ebscohost..