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~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Caporale, Guglielmo Maria"
~person:"He, Xue-zhong"
~subject:"Agentenbasierte Modellierung"
~subject:"Behavioral economics"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Share price"
~subject:"Social information"
~subject:"Virtual currency"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Agentenbasierte Modellierung
Behavioral economics
Germany
Kapitaleinkommen
Portfolio-Management
Share price
Social information
Virtual currency
Wirkungsanalyse
Estimation
7
Schätzung
7
Theorie
6
Theory
6
Volatility
6
Volatilität
6
Börsenkurs
5
Fractional integration
5
ARCH model
4
ARCH-Modell
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4
Time series analysis
4
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3
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3
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2
Ankündigungseffekt
2
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Begrenzte Rationalität
2
Behavioural finance
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Bounded rationality
2
Emerging economies
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Emerging markets
2
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2
Estimation theory
2
Exchange rate
2
Expectation formation
2
Heterogeneity
2
Markov chain
2
Markov-Kette
2
Persistence
2
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2
Risiko
2
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Aufsatz im Buch
Bibliografie
Book section
Collection of articles of several authors
Übersichtsarbeit
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10
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Caporale, Guglielmo Maria
He, Xue-zhong
Corbet, Shaen
10
Gupta, Rangan
10
Zaremba, Adam
9
Tiwari, Aviral Kumar
8
Lau, Chi Keung
7
Papadamou, Stephanos
7
Aharon, David Y.
6
Gozgor, Giray
6
Boubaker, Sabri
5
Fellner, Gerlinde
5
Gil-Alaña, Luis A.
5
Hammoudeh, Shawkat
5
Jirjahn, Uwe
5
Larkin, Charles
5
Lucey, Brian M.
5
McMillan, David G.
5
Sensoy, Ahmet
5
Shen, Dehua
5
Umar, Zaghum
5
Zhang, Wei
5
Alagidede, Imhotep Paul
4
Chan, Kam C.
4
Charness, Gary
4
Demir, Ender
4
Di Guilmi, Corrado
4
Frijters, Paul
4
Gallegati, Mauro
4
Guesmi, Khaled
4
Güth, Werner
4
Hassan, M. Kabir
4
Kumar, Satish
4
Lugovskyy, Volodymyr
4
Pandey, Dharen Kumar
4
Xiong, Xiong
4
Xuan Vinh Vo
4
Äijö, Janne
4
Abedin, Mohammad Zoynul
3
Augier, Mie
3
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Journal of economic behavior & organization : JEBO
Research in international business and finance
Journal of economic dynamics & control
6
International journal of finance & economics : IJFE
5
Applied financial economics
4
Finance research letters
4
Applied economics letters
3
Cogent economics & finance
3
Empirica : journal of european economics
3
Financial markets and portfolio management
3
International review of financial analysis
3
Journal of banking & finance
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Computational economics
2
Economic modelling
2
Economics letters
2
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
2
Investment management and financial innovations
2
Journal of applied economics
2
Journal of economic integration
2
Journal of evolutionary economics : JEE
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Review of financial economics : RFE
2
African journal of economic and sustainable development
1
Applied financial economics letters
1
Aspects of globalisation : macroeconomic and capital market linkages in the integrated world economy
1
Bulletin of economic research
1
China economic review : an international journal
1
Computational methods in economic dynamics : [selected papers presented at the 14th International Conference on Computing in Economics and Finance (CEF 2008)]
1
Decisions in economics and finance : a journal of applied mathematics
1
Defence and peace economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic and financial crime, sustainability and good governance
1
Emerging markets and the global economy
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
Saved in:
3
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
4
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
5
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
46
(
2018
),
pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
Saved in:
6
Consumption, wealth, stock and housing returns : evidence from emerging markets
Caporale, Guglielmo Maria
;
Sousa, Ricardo M.
- In:
Research in international business and finance
36
(
2016
),
pp. 562-578
Persistent link: https://www.econbiz.de/10011594626
Saved in:
7
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 64-80
Persistent link: https://www.econbiz.de/10011701856
Saved in:
8
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
9
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
10
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Journal of economic behavior & organization : JEBO
62
(
2007
)
3
,
pp. 408-427
Persistent link: https://www.econbiz.de/10003423966
Saved in:
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