Showing results 104 to 123 of 161
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Issue Date | Title | Author(s) |
2015-01-01 | Learning, information processing and order submission in limit order markets | Chiarella, C; He, XZ; Wei, L |
2010-01 | Lognormal forward market model (LFM) volatility function approximation | Chung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A |
2004-09-01 | The long run outcomes and global dynamics of a duopoly game with misspecified demand functions | Bischi, GI; Chiarella, C; Kopel, M |
2010-01-01 | M-6-On Minimal Market Models and Minimal Martingale Measures | Hulley, H; Schweizer, M; Chiarella, C; Novikov, A |
2012-12-01 | A macrodynamic model of real-financial interaction: Implications of budget equations and capital accumulation | Chiarella, C; Flaschel, P; Semmler, W |
2012 | Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies | Chiarella, C; Flaschel, P; Koeper, C; Proano, C; Semmler, W |
2007-02-01 | A Markovian defaultable term structure model with state dependent volatilities | Chiarella, C; Sklibosios, CN; Schlögl, E |
2005-01 | Mean variance preferences expectations formation and the dynamics of random asset prices | Bohm, V; Chiarella, C |
2008-09-01 | A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence | Chiarella, C; Dieci, R; Gardini, L; Sbragia, L |
2001-01-01 | Modelling the currency forward risk premium: A new perspective | Bhar, R; Chiarella, C; Pham, TM |
2011-01 | Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model | Chiarella, C; Fanelli, V; Musti, S |
2012-01 | A modern view on Merton's jump-diffusion model | Cheang, GH; Chiarella, C; Cohen, SN; Madan, D; Siu, TK; Yang, H |
2010-01 | Monetary Macrodynamics | Asada, T; Chiarella, C; Flaschel, P; Franke, R |
2017-01-01 | MONETARY POLICY and DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS | Chiarella, C; Di Guilmi, C |
2006-10-01 | Moving average rules as a source of market instability | Chiarella, C; He, XZ; Hommes, C |
2006-01 | The multifactor nature of the volatility of futures markets | Chiarella, C; To, T |
2009-01 | A multiobjective model of oligopolies under uncertainty | Chiarella, C; Szidarovsky, F |
2001-01 | The Nonlinear Cournot Model Under Uncertainty with Continously Distributed Time Lags | Chiarella, C; Szidarovszky, F |
2010-12-01 | Nonlinear oligopolies: Stability and bifurcations | Bischi, GI; Kopel, M; Chiarella, C; Szidarovszky, F |
2003-10 | Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model | Chiarella, C; Flaschel, P; Gong, G; Semmler, W |