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Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, Xue-zhong; Li, Kai; Wei, Junjie; Zheng, Min - 2009
Persistent link: https://www.econbiz.de/10003857531
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A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012
Persistent link: https://www.econbiz.de/10009626025
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - 2011
Persistent link: https://www.econbiz.de/10009564620
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Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong; Li, Kai; Wang, Chuncheng - 2015
Persistent link: https://www.econbiz.de/10011777504
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Reversing momentum : the optimal dynamic momentum strategy
Li, Kai; Liu, Jun - 2016
Persistent link: https://www.econbiz.de/10011777992
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Time series momentum and market stability
He, Xue-zhong; Li, Kai - 2014
Persistent link: https://www.econbiz.de/10010349290
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Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - 2013
Persistent link: https://www.econbiz.de/10010213177
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Market sentiment and paradigm shifts
Chu, Liya; He, Xue-zhong; Li, Kai; Tu, Jun - 2015
Persistent link: https://www.econbiz.de/10011344305
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Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
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Time-varying economic dominance through bistable dynamics
He, Xue-zhong; Li, Kai; Wang, Chuncheng - 2018
Persistent link: https://www.econbiz.de/10013253836