Browsing by Author He, XZ

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Issue DateTitleAuthor(s)
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-Mar-2019Heterogeneous agent models in financial markets: A nonlinear dynamics approachHe, XZ; Li, Y; Zheng, M
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
1-Feb-2017Index portfolio and welfare analysis under heterogeneous beliefsHe, XZ; Shi, L
1-Jan-2015Learning, information processing and order submission in limit order marketsChiarella, C; He, XZ; Wei, L
1-Aug-2006Market mood, adaptive beliefs and asset price dynamicsDieci, R; Foroni, I; Gardini, L; He, XZ
1-Oct-2006Moving average rules as a source of market instabilityChiarella, C; He, XZ; Hommes, C
1-Oct-2007Power-law behaviour, heterogeneity, and trend chasingHe, XZ; Li, Y
1-May-2017Prediction market prices under risk aversion and heterogeneous beliefsHe, XZ; Treich, N
1-Apr-2015Profitability of time series momentumHe, XZ; Li, K