OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing "General Collection" byARC/NHMRC Funded

Showing results 1 to 20 of 5322 next >

Issue Date	Title	Author(s)
2020	Accommodation payment plans in residential aged care: The impact of consumer choice	Abiona, O; Yu, S; Woods, M; Van Gool, K
2020	Failure to access prescribed pharmaceuticals by older patients with chronic conditions	McRae, I; Van Gool, K; Hall, J; Yen, L; Wright, M
2020	Financial toxicity of childhood cancer and changes to parents’ employment after treatment completion	Kelada, L; Wakefield, CE; Vetsch, J; Schofield, D; Sansom-Daly, UM; Hetherington, K; O’Brien, T; Cohn, RJ; Anazodo, A; Viney, R; Zeppel, MJB
2021-02-15	Lessons for the global primary care response to COVID-19: a rapid review of evidence from past epidemics	Desborough, J; Dykgraaf, SH; Phillips, C; Wright, M; Maddox, R; Davis, S; Kidd, M
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	Valuing SF-6Dv2 in the United Kingdom using a discrete choice experiment with duration	Mulhern, B; Bansback, N; Norman, R; Brazier, J
2020	How Are Debriefing Questions Used in Health Discrete Choice Experiments? An Online Survey	Pearce, A; Mulhern, B; Watson, V; Viney, R
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
2005-01	Evaluation of American strangles	Chiarella, C; Ziogas, A
2005-03-01	A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models	Chiarella, C; Clewlow, L; Musti, S
2003-12-01	Finite dimensional affine realisations of HJM models in terms of forward rates and yields	Chiarella, C; Kwon, OK
2001-01	Forward Rate Dependent Markovian Transformation of the Heath-Jarrow-Morton Term Structure Model	Chiarella, C; Kwon, O
2003-12-01	The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison	Chiarella, C; Tô, TD
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
2001-01-01	Classes of interest rate models under the HJM framework	Chiarella, C; Kwon, OK
2001-01-01	Modelling the currency forward risk premium: A new perspective	Bhar, R; Chiarella, C; Pham, TM
2004-03	Inferring the forward looking equity risk premium from derivative prices	Bhar, R; Chiarella, C; Runggaldier, WJ
2004-01	The value of the S&P 500 - a macro view of the stock market adjustment process.	Chiarella, C; Gao, S
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

Showing results 1 to 20 of 5322 next >