Browsing by Author He, XZ

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Issue DateTitleAuthor(s)
10-Jun-2008Can trend followers survive in the long-run? Insights from agent-based modelingHe, XZ; Hamill, P; Li, Y
1-Sep-2012Disagreement in a Multi-Asset MarketHe, XZ; Shi, L
1-Sep-2012Disagreement, correlation and asset pricesHe, XZ; Shi, L
1-Mar-2011Do heterogeneous beliefs diversify market risk?Chiarella, C; Dieci, R; He, XZ
25-May-2009Does the market maker stabilize the market?Zhu, M; Chiarella, C; He, XZ; Wang, D
2004Dynamics of beliefs and learning under a(L)-processes - The homogeneous caseChiarella, C; He, XZ
1-Jan-2003Dynamics of beliefs and learning under a<inf>L</inf>-procesess - The heterogeneous caseChiarella, C; He, XZ
1-Dec-2010Dynamics of moving average rules in a continuous-time financial market modelHe, XZ; Zheng, M
1-Jan-2012Estimating behavioural heterogeneity under regime switchingChiarella, C; He, XZ; Huang, W; Zheng, H
1-Jan-2013An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K
1-Dec-2010A framework for CAPM with heterogeneous beliefsChiarella, C; Dieci, R; He, XZ
1-Jan-2014Herding, trend chasing and market volatilityDi Guilmi, C; He, XZ; Li, K
1-Feb-2008Heterogeneity, convergence, and autocorrelationsHe, XZ; Li, Y
1-Jan-2018Heterogeneous Agent Models in FinanceDieci, R; He, XZ
1-Jul-2012Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price modelHe, XZ; Li, K
1-Feb-2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing ModelChiarella, C; He, XZ
Sep-2003Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market makerChiarella, C; He, XZ
1-May-2013Heterogeneous expectations and exchange rate dynamicsChiarella, C; He, XZ; Zheng, M
1-Jan-2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&amp;P500Chiarella, C; He, XZ; Zwinkels, RCJ
1-Mar-2012A homoclinic route to volatility: Dynamics of asset prices under autoregressive forecastingBöhm, V; Chiarella, C; He, XZ; Hüls, T