Browsing by Author Chiarella, C

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Issue DateTitleAuthor(s)
26-Jun-2016High frequency trading and learning in a dynamic limit order marketArifovic, J; Chiarella, C; He, X; Wei, L
1-Jun-2016Stochastic correlation and risk premia in term structure modelsChiarella, C; Hsiao, CY; Tô, TD
2016Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion DynamicsCharpe, M; Chiarella, C; Flaschel, P; Proano, C; Bernard, L; Nyambuu, U
2016Sustainable Asset Accumulation and Dynamic Portfolio DecisionsChiarella, C; Semmler, W; Hsiao, C; Mateane, L
25-Mar-2015Derivative Security Pricing Techniques, Methods and ApplicationsChiarella, C; Xue-Zhong, H; Nikitopoulos, CS
1-Apr-2014A comparative study on time-efficient methods to price compound options in the Heston modelChiarella, C; Griebsch, S; Kang, B
1-Nov-2013Humps in the volatility structure of the crude oil futures market: New evidenceChiarella, C; Kang, B; Nikitopoulos, CS; TÔ, TD
4-Oct-2013American option pricing under two stochastic volatility processesChiarella, C; Ziveyi, J
1-Jul-2013Isoelastic oligopolies under uncertaintyChiarella, C; Matsumoto, A; Szidarovszky, F
1-May-2013Heterogeneous expectations and exchange rate dynamicsChiarella, C; He, XZ; Zheng, M
1-Feb-2013Dynamic monopoly with bounded continuously distributed delayMatsumoto, A; Chiarella, C; Szidarovszky, F
1-Jan-2013Time-varying beta: A boundedly rational equilibrium approachChiarella, C; Dieci, R; He, XZ
1-Jan-2013An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K
Jan-2013A reconsideration of the formal Minskyan analysis: Microfoundations, endogenous money and the public sectorChiarella, C; Di Guilmi, C; Bischi, GI; Chiarella, C; Sushko, I
Jan-2013Recent developments in asset pricing with heterogeneous beliefs and adaptive behaviour of financial marketsHe, X; Bischi, GI; Chiarella, C; Sushko, I
Jan-2013Keynes, the dynamic stochastic general equilibrium model, and the business cycleChiarella, C; Flaschel, P; Semmler, W; Ryuzo Kuroki
Jan-2013The representation of American options prices under stochastic volatility and jump-diffusion dynamicsCheang, GH; Chiarella, C; Ziogas, A
Jan-2013Credit derivatives pricing with stochastic volatility modelsChiarella, C; Maina, SC; Nikitopoulos Sklibosios, C
Jan-2013Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
2013Essays on macro-dynamics, bounded rationality, dynamic oligopolies and quantitative finance (collected papers and book)Chiarella, C