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Publications by Carl Chiarella

An Analysis of the Effect of Noise in a Heterogeneous Agent Financial Market Model

Journal of Economic Dynamics and Control

Applied Mathematics

English

A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market

Macroeconomic Dynamics

English

Stabilizing an Unstable Economy: On the Choice of Proper Policy Measures

English

Two Stochastic Volatility Processes - American Option Pricing

SSRN Electronic Journal

English

Optimal Investment Strategies Under Stochastic Volatility - Estimation and Applications

SSRN Electronic Journal

English

The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context

Asia Pacific Journal of Management

International Management

English

The Dynamics of Speculative Behaviour

Annals of Operations Research

Management Science

Decision Sciences

Operations Research

English

Heterogeneous Expectations and Exchange Rate Dynamics

SSRN Electronic Journal

English

The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques

Computational Approaches to Economic Problems

English

Financial Markets and the Macroeconomy

English