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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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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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A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting
Böhm, Volker; Chiarella, Carl; He, Xue-zhong; Hüls, … - In: Global analysis of dynamic models in economics and …, (pp. 289-316). 2013
Persistent link: https://www.econbiz.de/10009611571
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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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Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005
Persistent link: https://www.econbiz.de/10002775676
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An asset pricing model with adaptive heterogeneous agents and wealth effects
Chiarella, Carl; He, Xue-zhong - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 269-285). 2005
Persistent link: https://www.econbiz.de/10002775690
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A dynamic analysis of speculation across two markets
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: The complex dynamics of economic interaction : essays …, (pp. 197-213). 2004
Persistent link: https://www.econbiz.de/10002415047
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Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97
Persistent link: https://www.econbiz.de/10002582956
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An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
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Output, financial markets and growth : an extension of the Blanchard stock-market approach
Chiarella, Carl (contributor) - 2001
Persistent link: https://www.econbiz.de/10014553636