1. OPUS at UTS

Browsing by Author He, XZ

Showing results 1 to 20 of 45  next >
Issue DateTitleAuthor(s)
1-Mar-2019Heterogeneous agent models in financial markets: A nonlinear dynamics approachHe, XZ; Li, Y; Zheng, M
1-Jun-2018Asset allocation with time series momentum and reversalHe, XZ; Li, K; Li, Y
1-May-2018Time-varying economic dominance in financial markets: A bistable dynamics approachHe, XZ; Li, K; Wang, C
1-Jan-2018Heterogeneous Agent Models in FinanceDieci, R; He, XZ
1-Nov-2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30He, XZ; Li, Y
1-May-2017Prediction market prices under risk aversion and heterogeneous beliefsHe, XZ; Treich, N
4-Mar-2017Rollover risk and credit risk under time-varying marginHe, XZ; Lütkebohmert, E; Xiao, Y
1-Feb-2017Index portfolio and welfare analysis under heterogeneous beliefsHe, XZ; Shi, L
2-Jan-2017A behavioural model of investor sentiment in limit order marketsChiarella, C; He, XZ; Shi, L; Wei, L
1-Oct-2016Trading heterogeneity under information uncertaintyHe, XZ; Zheng, H
1-Oct-2016Volatility clustering: A nonlinear theoretical approachHe, XZ; Li, K; Wang, C
1-Apr-2015Profitability of time series momentumHe, XZ; Li, K
1-Jan-2015Learning, information processing and order submission in limit order marketsChiarella, C; He, XZ; Wei, L
1-Jan-2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500Chiarella, C; He, XZ; Zwinkels, RCJ
1-Jan-2014Herding, trend chasing and market volatilityDi Guilmi, C; He, XZ; Li, K
1-May-2013Heterogeneous expectations and exchange rate dynamicsChiarella, C; He, XZ; Zheng, M
1-Jan-2013Time-varying beta: A boundedly rational equilibrium approachChiarella, C; Dieci, R; He, XZ
1-Jan-2013An evolutionary CAPM under heterogeneous beliefsChiarella, C; Dieci, R; He, XZ; Li, K
1-Sep-2012Disagreement in a Multi-Asset MarketHe, XZ; Shi, L
1-Sep-2012Disagreement, correlation and asset pricesHe, XZ; Shi, L
Showing results 1 to 20 of 45  next >