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~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Kai"
~person:"Westerhoff, Frank H."
~subject:"Anlageverhalten"
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Anlageverhalten
Theorie
17
Theory
17
Aktienmarkt
6
Behavioural finance
6
Stochastic process
6
Stochastischer Prozess
6
Stock market
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Börsenkurs
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Speculation
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Stochastic delay differential equations
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Bond risk premia
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CIR model
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Exchange rate
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Financial analysis
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Finanzanalyse
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Herdenverhalten
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Herding
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Heterogeneous beliefs
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Li, Kai
Westerhoff, Frank H.
He, Xue-zhong
6
Schenk-Hoppé, Klaus Reiner
3
Chiarella, Carl
2
De Grauwe, Paul
2
Hanaki, Nobuyuki
2
Hommes, Cars H.
2
Ladley, Dan
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Li, Youwei
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Palczewski, Jan
2
Abel, Andrew B.
1
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Akiyama, Eizo
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Bi, Xiuchun
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Bidarkota, Prasad V.
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Charpe, Matthieu
1
Cong, F.
1
Coqueret, Guillaume
1
Corgnet, Brice
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Cui, Zhenyu
1
Das, Sanjiv R.
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Di Guilmi, Corrado
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Dieci, Roberto
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Duchêne, Sébastien
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Dupoyet, Brice V.
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Journal of economic dynamics & control
BERG working paper series
8
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
4
Journal of economic behavior & organization : JEBO
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Economic modelling
1
Economics letters
1
Finance working papers
1
German economic review
1
Journal of economic theory
1
Macroeconomic dynamics
1
Operations research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
6
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1
Asset allocation with time series momentum and reversal
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Saved in:
2
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
3
The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio
;
Westerhoff, Frank H.
;
Gardini, Laura
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
Saved in:
4
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
Saved in:
5
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Westerhoff, Frank H.
;
Dieci, Roberto
- In:
Journal of economic dynamics & control
30
(
2006
)
2
,
pp. 293-322
Persistent link: https://www.econbiz.de/10003269296
Saved in:
6
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
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