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Estimating behavioural heterogeneity under regime switching
Chiarella, Carl; He, Xue-zhong; Huang, Weihong; Zheng, … - 2011
Persistent link: https://www.econbiz.de/10009564621
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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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Trading heterogeneity under information uncertainty
He, Xue-zhong; Zheng, Huanhuan - 2016
Persistent link: https://www.econbiz.de/10011778029
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Estimating Behavioural Heterogeneity Under Regime Switching
Chiarella, Carl - 2012
Financial markets are typically characterized by high (low) price level and low (high) volatility during boom (bust) periods, suggesting that price and volatility tend to move together with different market conditions/states. By proposing a simple heterogeneous agent model of fundamentalists and...
Persistent link: https://www.econbiz.de/10013098977
Cover Image
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. 446-461
Persistent link: https://www.econbiz.de/10010044251
Cover Image
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl; He, Xue-Zhong; Huang, Weihong; Zheng, … - In: Journal of Economic Behavior & Organization 83 (2012) 3, pp. 446-460
Financial markets are typically characterized by high (low) price level and low (high) volatility during boom (bust) periods, suggesting that price and volatility tend to move together with different market conditions/states. By proposing a simple heterogeneous agent model of fundamentalists and...
Persistent link: https://www.econbiz.de/10010594619
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Estimating Behavioural Heterogeneity Under Regime Switching
Chiarella, Carl; He, Xue-Zhong; Huang, Weihong; Zheng, … - Finance Discipline Group, Business School - 2011
Financial markets are typically characterized by high (low) price level and low (high) volatility during boom (bust) periods, suggesting that price and volatility tend to move together with different market conditions/states. By proposing a simple heterogeneous agent model of fundamentalists and...
Persistent link: https://www.econbiz.de/10009018967