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Stochastic process
Theorie
79
Theory
79
CAPM
42
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33
Behavioural finance
33
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27
Bounded rationality
27
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27
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22
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19
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19
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17
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17
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17
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17
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Agentenbasierte Modellierung
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12
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11
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10
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10
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10
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9
Risiko
9
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Market microstructure
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Marktmikrostruktur
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7
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7
Heterogeneous beliefs
7
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English
12
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He, Xue-zhong
12
Chiarella, Carl
6
Hommes, Cars H.
4
Li, Kai
3
Zheng, Min
3
Di Guilmi, Corrado
1
Flaschel, Peter
1
Hung, Hing
1
Li, Youwei
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Journal of economic dynamics & control
3
Discussion paper / Tinbergen Institute
2
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
1
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ECONIS (ZBW)
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1
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
2
Heterogeneity, profitability and autocorrelations
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721594
Saved in:
3
The stochastic dynamics of speculative prices
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2007
Persistent link: https://www.econbiz.de/10003856740
Saved in:
4
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong
;
Zheng, Min
-
2010
Persistent link: https://www.econbiz.de/10008662202
Saved in:
5
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:
6
Dynamics of moving average rules in a continuous-time financial market model
He, Xue-zhong
;
Zheng, Min
- In:
Journal of economic behavior & organization : JEBO
76
(
2010
)
3
,
pp. 615-634
Persistent link: https://www.econbiz.de/10008933240
Saved in:
7
A stochastic model of real-financial interaction with boundedly rational heterogeneous agents
Chiarella, Carl
;
Flaschel, Peter
;
He, Xue-zhong
;
Hung, Hing
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 333-358)
.
2006
Persistent link: https://www.econbiz.de/10003324053
Saved in:
8
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
Saved in:
9
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
-
2005
Persistent link: https://www.econbiz.de/10002902581
Saved in:
10
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
-
2004
Persistent link: https://www.econbiz.de/10002431644
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