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Do heterogeneous beliefs diver...
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9
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Journal of evolutionary economics : JEE
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
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7
Macroeconomic dynamics
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The journal of futures markets
7
UTS Working Paper
7
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Studies in Nonlinear Dynamics & Econometrics
6
Applied Mathematical Finance
5
Computing in Economics and Finance 2006
5
Quantitative Finance
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Computing in Economics and Finance 1997
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31
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
Saved in:
32
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
Saved in:
33
Fading memory learning in the cobweb model with risk averse heterogeneous producers
Chiarella, Carl
;
He, Xue-zhong
;
Zhu, Peiyuan
-
2003
Persistent link: https://www.econbiz.de/10002250916
Saved in:
34
Statistical properties of a heterogeneous asset pricing model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
- In:
The complex networks of economic interactions : essays …
,
(pp. 109-123)
.
2005
Persistent link: https://www.econbiz.de/10003253979
Saved in:
35
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:
36
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
Saved in:
37
Asset price dynamics with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554388
Saved in:
38
Statistical properties of a heterogeneous asset price model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554408
Saved in:
39
Dynamics of beliefs and learning under a-̨processes - the homogenous case
Chiarella, Carl
;
He, Xue-zhong
- In:
Economic complexity : non-linear dynamics, multi-agents …
,
(pp. 363-390)
.
2004
Persistent link: https://www.econbiz.de/10001985028
Saved in:
40
A dynamic analysis of moving average rules
Chiarella, Carl
;
He, Xue-zhong
;
Hommes, Cars H.
-
2004
Persistent link: https://www.econbiz.de/10002431644
Saved in:
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