The dynamics of speculative behaviour. - Carl Chiarella (Ann. Oper. Res., 1992)

Interest rate futures: estimation of volatility parameters in an arbitrage-free framework. - Ramaprasad Bhar; Carl Chiarella (CIFEr, 1996)

Keynesian monetary growth dynamicsin open economies. - Carl Chiarella; Peter Flaschel (Ann. Oper. Res., 1999)

Adaptively evolving expectations in models of monetarydynamics- The fundamentalists forward looking. - Carl Chiarella; Alexander Khomin (Ann. Oper. Res., 1999)

Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model. - Carl Chiarella; Oh Kang Kwon (Finance Stochastics, 2001)

The Long Run Outcomes and Global Dynamics of a duopoly Game with misspecified Demand Functions. - Gian Italo Bischi; Carl Chiarella; Michael Kopel (IGTR, 2004)

A Game Theoretical Model of International Fishing with Time Delay. - Ferenc Szidarovszky; Andrew Engel; Carl Chiarella (IGTR, 2004)

A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. - Carl Chiarella; Les Clewlow; Silvana Musti (Eur. J. Oper. Res., 2005)

On the stability of price-adjusting oligopolies with incomplete information. - Carl Chiarella; Ferenc Szidarovszky (Int. J. Syst. Sci., 2005)

The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. - Ramaprasad Bhar; Carl Chiarella; Hing Hung; Wolfgang J. Runggaldier (Autom., 2006)

The feedback channels in macroeconomics: analytical foundations for structural econometric model building. - Pu Chen; Carl Chiarella; Peter Flaschel; Willi Semmler (Central Eur. J. Oper. Res., 2006)

The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach. - Carl Chiarella; Hing Hung; Thuy-Duong Tô (Comput. Stat. Data Anal., 2009)

Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model. - Carl Chiarella; Viviana Fanelli; Silvana Musti (Eur. J. Oper. Res., 2011)

The evaluation of barrier option prices under stochastic volatility. - Carl Chiarella; Boda Kang; Gunter H. Meyer (Comput. Math. Appl., 2012)

Isoelastic oligopolies under uncertainty. - Carl Chiarella; Akio Matsumoto; Ferenc Szidarovszky (Appl. Math. Comput., 2013)

American option pricing under two stochastic volatility processes. - Carl Chiarella; Jonathan Ziveyi (Appl. Math. Comput., 2013)

A comparative study on time-efficient methods to price compound options in the Heston model. - Carl Chiarella; Susanne Griebsch; Boda Kang (Comput. Math. Appl., 2014)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)