Skip to contents Chiarella, Carl [Editor]; Platen, Eckhard [Honoree]; Novikov, Alexander [Editor] Contemporary quantitative finance : essays in honour of Eckhard Platen Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2010 Chiarella, Carl [Author]; Flaschel, Peter [Author]; Franke, Reiner [Author]; Semmler, Willi [Author] Financial markets and the macroeconomy : a Keynesian perspective - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London [u.a.]: Routledge, 2009 Published in: Routledge international studies in money and banking ; 52 Ziveyi, Jonathan [Author] ; Chiarella, Carl [Other] Pricing American Options Written on Two Underlying Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2034176 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Cheang, Gerald H. L. [Author] ; Chiarella, Carl [Other] A Modern View on Merton's Jump-Diffusion Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2167155 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney Di Guilmi, Corrado [Author] ; Chiarella, Carl [Other] The Fiscal Cost of Financial Instability Books View online Schließen > Access https://ssrn.com/abstract=1759023 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Röthig, Andreas [Author] ; Chiarella, Carl [Other] Small Traders in Currency Futures Markets Format Books View online Schließen > Access https://ssrn.com/abstract=1631502 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Quantitative Finance Research Centre Research Paper ; No. 278 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems Books View online Schließen > Access https://ssrn.com/abstract=880168 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 76 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Bootstrap Results from the State Space from Representation of the Heath-Jarrow-Morton Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882569 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 66 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Construction of Zero-Coupon Yield Curve from Coupon Bond Yield Using Australian Data Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882570 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 70 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Estimating the Term Structure of Volatility in Futures Yield - a Maximum Likelihood Approach Books View online Schließen > Access https://ssrn.com/abstract=882666 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 56 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882664 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 54 Cheang, Gerald H. L. [Author] ; Chiarella, Carl [Other] Hedge Portfolios in Markets with Price Discontinuities Books View online Schließen > Access https://ssrn.com/abstract=1129063 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: University of Technology Sydney Research Paper ; No. 218 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Interest Rate Futures : Estimation of Volatility Parameters in an Arbitrage-Free Framework Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882665 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 55 Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Transformation of Heath-Jarrow-Morton Models to Markovian Systems Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882663 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 53 Röthig, Andreas [Author] ; Chiarella, Carl [Other] Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets Using Logistic Smooth Transition Regression Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=893083 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: Quantitative Finance Research Centre Research Paper ; No. 172 Chiarella, Carl [Author] ; He, Xuezhong [Other]; Shi, Lei [Other]; Wei, Lijian [Other] A Behavioral Model of Investor Sentiment in Limit Order Markets Books View online Schließen > Access https://ssrn.com/abstract=2771155 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Chiarella, Carl [Author] ; He, Xuezhong [Other]; Zwinkels, Remco C. J. [Other] Heterogeneous Expectations in Asset Pricing : Empirical Evidence from the S&P 500 Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1519987 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Chiarella, Carl [Author] ; He, Xuezhong [Other]; Wei, Lijian [Other] Learning and Evolution of Trading Strategies in Limit Order Markets Books View online Schließen > Access https://ssrn.com/abstract=2307319 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Chiarella, Carl [Author] ; Sklibosios Nikitopoulos, Christina [Other]; Schlögl, Erik [Other]; Yang, Hongang [Other] Pricing American Options Under Regime Switching Using Method of Lines Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2731087 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Chiarella, Carl [Author] ; ter Ellen, Saskia [Other]; He, Xuezhong [Other]; Wu, Eliza [Other] Fear or Fundamentals? Heterogeneous Beliefs in the European Sovereign CDS Market Books View online Schließen > Access https://ssrn.com/abstract=2355171 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Chiarella, Carl [Editor]; Platen, Eckhard [Honoree]; Novikov, Alexander [Editor] Contemporary quantitative finance : essays in honour of Eckhard Platen Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2010
Chiarella, Carl [Author]; Flaschel, Peter [Author]; Franke, Reiner [Author]; Semmler, Willi [Author] Financial markets and the macroeconomy : a Keynesian perspective - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London [u.a.]: Routledge, 2009 Published in: Routledge international studies in money and banking ; 52
Ziveyi, Jonathan [Author] ; Chiarella, Carl [Other] Pricing American Options Written on Two Underlying Assets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2034176 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Cheang, Gerald H. L. [Author] ; Chiarella, Carl [Other] A Modern View on Merton's Jump-Diffusion Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2167155 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
Di Guilmi, Corrado [Author] ; Chiarella, Carl [Other] The Fiscal Cost of Financial Instability Books View online Schließen > Access https://ssrn.com/abstract=1759023 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Röthig, Andreas [Author] ; Chiarella, Carl [Other] Small Traders in Currency Futures Markets Format Books View online Schließen > Access https://ssrn.com/abstract=1631502 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Quantitative Finance Research Centre Research Paper ; No. 278
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems Books View online Schließen > Access https://ssrn.com/abstract=880168 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 76
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Bootstrap Results from the State Space from Representation of the Heath-Jarrow-Morton Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882569 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 66
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Construction of Zero-Coupon Yield Curve from Coupon Bond Yield Using Australian Data Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882570 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 70
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Estimating the Term Structure of Volatility in Futures Yield - a Maximum Likelihood Approach Books View online Schließen > Access https://ssrn.com/abstract=882666 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 56
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882664 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 54
Cheang, Gerald H. L. [Author] ; Chiarella, Carl [Other] Hedge Portfolios in Markets with Price Discontinuities Books View online Schließen > Access https://ssrn.com/abstract=1129063 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: University of Technology Sydney Research Paper ; No. 218
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Interest Rate Futures : Estimation of Volatility Parameters in an Arbitrage-Free Framework Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882665 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 55
Bhar, Ramaprasad [Author] ; Chiarella, Carl [Other] Transformation of Heath-Jarrow-Morton Models to Markovian Systems Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=882663 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: U. of Technology, Sydney Finance and Economics Working Paper ; No. 53
Röthig, Andreas [Author] ; Chiarella, Carl [Other] Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets Using Logistic Smooth Transition Regression Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=893083 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: Quantitative Finance Research Centre Research Paper ; No. 172
Chiarella, Carl [Author] ; He, Xuezhong [Other]; Shi, Lei [Other]; Wei, Lijian [Other] A Behavioral Model of Investor Sentiment in Limit Order Markets Books View online Schließen > Access https://ssrn.com/abstract=2771155 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Chiarella, Carl [Author] ; He, Xuezhong [Other]; Zwinkels, Remco C. J. [Other] Heterogeneous Expectations in Asset Pricing : Empirical Evidence from the S&P 500 Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1519987 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Chiarella, Carl [Author] ; He, Xuezhong [Other]; Wei, Lijian [Other] Learning and Evolution of Trading Strategies in Limit Order Markets Books View online Schließen > Access https://ssrn.com/abstract=2307319 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Chiarella, Carl [Author] ; Sklibosios Nikitopoulos, Christina [Other]; Schlögl, Erik [Other]; Yang, Hongang [Other] Pricing American Options Under Regime Switching Using Method of Lines Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2731087 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Chiarella, Carl [Author] ; ter Ellen, Saskia [Other]; He, Xuezhong [Other]; Wu, Eliza [Other] Fear or Fundamentals? Heterogeneous Beliefs in the European Sovereign CDS Market Books View online Schließen > Access https://ssrn.com/abstract=2355171 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
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