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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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Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas; Chiarella, Carl - 2006
This article explores nonlinearities in the response of speculators' trading activity to price changes in live cattle, corn, and lean hog futures markets. Analyzing weekly data from March 4, 1997 to December 27, 2005, we reject linearity in all of these markets. Using smooth transition...
Persistent link: https://www.econbiz.de/10010266873
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Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas; Chiarella, Carl - 2006
Persistent link: https://www.econbiz.de/10003325225
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Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas (contributor); Chiarella, Carl (contributor) - 2006
Persistent link: https://www.econbiz.de/10003314013
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Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas; Chiarella, Carl - In: The journal of futures markets 27 (2007) 8, pp. 719-737
Persistent link: https://www.econbiz.de/10003518512
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The stochastic dynamics of speculative prices
Chiarella, Carl; He, Xue-zhong; Zheng, Min - 2007
Persistent link: https://www.econbiz.de/10003856740
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A dynamic analysis of speculation across two markets
Chiarella, Carl (contributor); Dieci, Roberto (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260577
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The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl; Iori, Guilia - 2005
Persistent link: https://www.econbiz.de/10002765032
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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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The dynamic interaction of speculation and diversification
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Applied mathematical finance 12 (2005) 1, pp. 17-52
Persistent link: https://www.econbiz.de/10002727055