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Showing results 47 to 66 of 8049
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Issue Date
Title
Author(s)
2022-03-01
How a network-based start-up ecosystem supports new venture performance: Management perspectives and future research.
Perdomo-Charry, G
;
Clegg, S
;
Schweitzer, J
2020
Valuing SF-6Dv2 in the United Kingdom using a discrete choice experiment with duration
Mulhern, B
;
Bansback, N
;
Norman, R
;
Brazier, J
2020
Finding out what matters in decision-making related to genomics and personalized medicine in pediatric oncology: Developing attributes to include in a discrete choice experiment
McCarthy, M
;
De Abreu Lourenco, R
;
McMillan, LJ
;
Meshcheriakova, O
;
Cao, A
;
Gillam, L
2020
Implausible States: Prevalence of EQ-5D-5L States in the General Population and Its Effect on Health State Valuation
Marten, O
;
Mulhern, B
;
Bansback, N
;
Tsuchiya, A
2020
How Are Debriefing Questions Used in Health Discrete Choice Experiments? An Online Survey
Pearce, A
;
Mulhern, B
;
Watson, V
;
Viney, R
2023-02-01
Pandemic, power and paradox: Improvising as the New Normal during the COVID-19 crisis
Simpson, AV
;
Panayiotou, A
;
Berti, M
;
e Cunha, MP
;
Kanji, S
;
Clegg, S
2023-08-01
A Figure is Worth a Thousand Words: The role of visualization in paradox theorizing
Pradies, C
;
Berti, M
;
Pina e Cunha, M
;
Rego, A
;
Tunarosa, A
;
Clegg, S
2023-01-01
Romancing leadership: temporality and the myths of Vlad Dracula
Moasa, H
;
Cunha, MPE
;
Clegg, S
;
Sorea, D
2023-05-31
Australia’s Aged Care Sector: Mid-Year Report (2022–23)
Sutton, N
;
Ma, N
;
Yang, J
;
Lewis, R
;
Woods, M
;
Ries, N
;
Parker, D
2023-12-07
Australia’s Aged Care Sector: Full-Year Report (2022–23)
Sutton, N
;
Ma, N
;
Yang, JS
;
Lewis, R
;
Woods, M
;
Tsihlis, E
;
Lin, J
;
Parker, D
2005-03-01
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models
Chiarella, C
;
Clewlow, L
;
Musti, S
2003-01
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework
Chiarella, C
;
Nikitopoulos Sklibosios, C
2005-01
Evaluation of American strangles
Chiarella, C
;
Ziogas, A
2001-01-01
Classes of interest rate models under the HJM framework
Chiarella, C
;
Kwon, OK
2003-12-01
The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison
Chiarella, C
;
Tô, TD
2001-01
Forward Rate Dependent Markovian Transformation of the Heath-Jarrow-Morton Term Structure Model
Chiarella, C
;
Kwon, O
2001-12-01
On filtering in Markovian term structure models: An approximation approach
Chiarella, C
;
Pasquali, S
;
Runggaldier, WJ
2002-01
On Filtering in Markovian Term Structure Models
Chiarella, C
;
Pasquali, S
;
Runggaldier, WJ
;
Yong, J
2003-12-01
Finite dimensional affine realisations of HJM models in terms of forward rates and yields
Chiarella, C
;
Kwon, OK
2002-01
Stock market, interest rate and output: a model and estimation for US time series data
Chiarella, C
;
Semmler, W
;
Mittnik, S
;
Zhu, P