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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~isPartOf:"Working papers / Institute for International Political Economy"
~person:"He, Xue-zhong"
~subject:"CAPM"
~subject:"Experiment"
~subject:"Financial crisis"
~subject:"Forecasting model"
~subject:"Investment-based asset pricing"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
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2000-2010
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He, Xue-zhong
McAleer, Michael
37
Pesaran, M. Hashem
21
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14
Mumtaz, Haroon
14
Guo, Hui
13
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12
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11
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11
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11
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10
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7
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6
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Cambridge working papers in economics
Economics / Discussion papers : the open-access, open-assessment e-journal
Journal of economics and finance
Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper
Working papers / Institute for International Political Economy
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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ECONIS (ZBW)
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1
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
2
Recent developments on heterogeneous beliefs and adaptive behaviour of financial markets
He, Xue-zhong
-
2012
Persistent link: https://www.econbiz.de/10009632003
Saved in:
3
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
4
Market mood, adaptive beliefs and asset price dynamics
Dieci, Roberto
;
Foroni, Ilaria
;
Gardini, Laura
;
He, …
-
2005
Persistent link: https://www.econbiz.de/10003183650
Saved in:
5
Statistical properties of a heterogeneous asset price model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554408
Saved in:
6
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
7
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong
;
Zheng, Min
-
2010
Persistent link: https://www.econbiz.de/10008662202
Saved in:
8
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
Saved in:
9
A framework for CAPM with heterogenous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2009
Persistent link: https://www.econbiz.de/10008662365
Saved in:
10
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Dynamics⁄ Carl Chiarella1, Xue-Zhong He1 and Min Zheng1;y 1 School of Finance and
Economics
, University of Technology, Sydney …
Persistent link: https://www.econbiz.de/10003857279
Saved in:
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