Carl Chiarella

Finance · 2001–2015

A researcher in the Science corpus: 18 papers; trusts 23 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 55 citations into it; #1,909 of 10,518 by trust here, #2,459 by citations
• Economics and Econometrics — 54 citations into it; #2,508 of 23,481 by trust here, #3,114 by citations
• Management Science and Operations Research — 16 citations into it
• Condensed Matter Physics — 5 citations into it; #670 of 1,948 by trust here, #1,000 by citations

Whom Carl Chiarella trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Xue-zhong He
2. Andrea Gaunersdorfer
3. Cars H. Hommes
4. Jean-Philippe Bouchaud
5. J. D. Farmer
6. Roberto Dieci
7. Robert F. Engle
8. Marc Potters
9. Cornelis W. Oosterlee
10. René L. Schilling

Who trusts Carl Chiarella overall

1. Xue-zhong He
2. Roberto Dieci
3. Cars H. Hommes
4. Youwei Li
5. Frank H. Westerhoff
6. Laura Gardini
7. Thomas Lux
8. Szabolcs Mike
9. Florian Wagener
10. Giulia Iori

Papers from Carl Chiarella's perspective

Ordered by how strongly the researchers Carl Chiarella trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. The price dynamics of common trading strategies
3. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
4. The Behavior of Stock-Market Prices
5. The Pricing of Options and Corporate Liabilities
6. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (Macroeconomic Dynamics)
7. Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework
8. Generalized autoregressive conditional heteroskedasticity
9. Micro Data, Heterogeneity, and the Evaluation of Public Policy: Nobel Lecture (Journal of Political Economy)
10. Agent-based Computational Finance

Their papers

• Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (2002) — 285 citations
• A simulation analysis of the microstructure of double auction markets (2002) — 296 citations
• Asset price and wealth dynamics under heterogeneous expectations (2001) — 218 citations
• HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (2003) — 170 citations
• Dynamics of beliefs and learning under aL-processes -- the heterogeneous case (2001) — 80 citations
• Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework (2007) — 128 citations
• Speculative behaviour and complex asset price dynamics: a global analysis (2002) — 180 citations
• The Stochastic Differential Equation (2015) — 60 citations
• Time-varying beta: a boundedly rational equilibrium approach (2010) — 147 citations
• Nonlinear Oligopolies: Stability and Bifurcations (2009) — 238 citations
• The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines (2009) — 82 citations
• The stochastic bifurcation behaviour of speculative financial markets (2008) — 56 citations
• The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows (2007) — 262 citations
• Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents (2006) — 128 citations
• A Dynamic Analysis of Moving Average Rules (2006) — 131 citations
• A Dynamical Analysis of Moving Average Rules (2004) — 72 citations
• Evaluation of American strangles (2002) — 56 citations
• Speculative Behaviour and Complex Asset Price Dynamics (2001) — 112 citations