Browsing byAuthorDieci, R

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Showing results 1 to 16 of 16
Issue DateTitleAuthor(s)
2021Cross-section instability in financial markets: impatience, extrapolation, and switchingDieci, R; He, X-Z
2018-01-01Heterogeneous Agent Models in FinanceDieci, R; He, XZ
2013-01-01Time-varying beta: A boundedly rational equilibrium approachChiarella, C; Dieci, R; He, XZ
2013-01-01An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K
2011-03-01Do heterogeneous beliefs diversify market risk?Chiarella, C; Dieci, R; He, XZ
2011-01The dynamic behaviour of asset prices in disequilibrium: a surveyChiarella, C; Dieci, R; He, X
2010-12-01A framework for CAPM with heterogeneous beliefsChiarella, C; Dieci, R; He, XZ
2009-01Heterogeneity, market mechanisms and asset price dynamicsChiarella, C; Dieci, R; He, X; Hens, T; Schenk-Hoppe, KR
2008-09-01A model of financial market dynamics with heterogeneous beliefs and state-dependent confidenceChiarella, C; Dieci, R; Gardini, L; Sbragia, L
2007-01Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset FrameworkChiarella, C; Dieci, R; He, X
2006-08-01Market mood, adaptive beliefs and asset price dynamicsDieci, R; Foroni, I; Gardini, L; He, XZ
2006-01Asset price and wealth dynamics in a financial market with heterogeneous agentsChiarella, C; Dieci, R; Gardini, L
2005-03-01The dynamic interaction of speculation and diversificationChiarella, C; Dieci, R; Gardini, L
2004-01A dynamical analysis of speculation across two markets.Chiarella, C; Dieci, R; Gardini, L; Gallegati, M; Kirman, AP; Marsili, M
2002-10Speculative behaviour and complex asset price dynamics: a global analysisChiarella, C; Dieci, R; Gardini, L
2001Asset price dynamics in a financial market with fundamentalists and chartistsChiarella, C; Dieci, R; Gardini, L