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Search: person:"He, Xue‐Zhong"
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Volatility
Theorie
81
Theory
81
CAPM
46
Anlageverhalten
34
Behavioural finance
34
Bounded rationality
30
Begrenzte Rationalität
28
Börsenkurs
28
Share price
28
Portfolio selection
22
Portfolio-Management
22
Volatilität
19
Erwartungsbildung
18
Expectation formation
18
Capital income
17
Kapitaleinkommen
17
Agent-based modeling
16
Agentenbasierte Modellierung
16
heterogeneous beliefs
14
stability
14
Estimation
12
Heterogeneous beliefs
12
Stochastic process
12
Stochastischer Prozess
12
Schätzung
11
Financial economics
10
Financial market
10
Finanzmarkt
10
Kapitalmarkttheorie
10
Learning process
10
Lernprozess
10
Securities trading
10
Time series analysis
10
Wertpapierhandel
10
Zeitreihenanalyse
10
Asset pricing
9
Risiko
9
Risk
9
Market microstructure
8
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9
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English
19
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He, Xue-zhong
19
Li, Kai
10
Chiarella, Carl
6
Di Guilmi, Corrado
3
Dieci, Roberto
3
Shi, Lei
3
Corron, Ned
2
He, Xue-Zhong
2
Huang, Weihong
2
Li, Youwei
2
Wang, Chuncheng
2
Westerhoff, Frank
2
Westerhoff, Frank H.
2
Zheng, Huanhuan
2
Santi, Caterina
1
Zheng, Min
1
Zwinkels, Remco C. J.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Journal of economic behavior & organization : JEBO
3
Journal of economic dynamics & control
2
Annals of Finance
1
Annals of finance
1
Applied economics letters
1
Economics letters
1
International review of financial analysis
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Journal of Economic Dynamics and Control
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Journal of banking & finance
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ECONIS (ZBW)
19
RePEc
2
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1
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:
2
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
3
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
Saved in:
4
Heterogeneous agent models in financial markets : a nonlinear dynamics approach
He, Xue-zhong
;
Li, Youwei
;
Zheng, Min
- In:
International review of financial analysis
62
(
2019
),
pp. 135-149
Persistent link: https://www.econbiz.de/10012207285
Saved in:
5
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
6
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
-
2013
Persistent link: https://www.econbiz.de/10010213177
Saved in:
7
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
8
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
9
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
10
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
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