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An analysis of the cobweb model with boundedly rational heterogeneous producers
Chiarella, Carl; He, Xue-zhong; Hung, Hing; Zhu, Peiyuan - In: Journal of economic behavior & organization : JEBO 61 (2006) 4, pp. 750-768
Persistent link: https://www.econbiz.de/10003405683
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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
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Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong; Zheng, Min - In: Journal of economic behavior & organization : JEBO 76 (2010) 3, pp. 615-634
Persistent link: https://www.econbiz.de/10008933240
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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
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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
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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
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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
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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
Cover Image
An analysis of the cobweb model with boundedly rational heterogeneous producers
Chiarella, Carl; He, Xue-Zhong; Hung, Hing; Zhu, Peiyuan - In: Journal of economic behavior & organization : JEBO 61 (2006) 4, pp. 750-768
Persistent link: https://www.econbiz.de/10007396042
Cover Image
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-Zhong; Zheng, Min - In: Journal of economic behavior & organization : JEBO 76 (2010) 3, pp. 615-635
Persistent link: https://www.econbiz.de/10008735136