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An evolutionary CAPM under het...
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Research Paper Series / Finance Discipline Group, Business School
109
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
96
Working Paper Series / Finance Discipline Group, Business School
49
Journal of economic dynamics & control
46
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic behavior & organization : JEBO
31
Finance working papers
26
Journal of Economic Dynamics and Control
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Journal of Economic Behavior & Organization
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14
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Journal of financial economics
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The review of financial studies
12
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11
Applied mathematical finance
10
Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computing in Economics and Finance 2002
9
Sauder School of Business Working Paper
9
BERG Working Paper Series
8
BERG working paper series
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Computational Economics
8
Journal of evolutionary economics : JEE
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
The journal of corporate finance : contracting, governance and organization
8
The journal of finance : the journal of the American Finance Association
8
European journal of operational research : EJOR
7
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Macroeconomic dynamics
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The journal of futures markets
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UTS Working Paper
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International journal of production research
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International journal of theoretical and applied finance
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Journal of Empirical Finance
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Studies in Nonlinear Dynamics & Econometrics
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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USB Cologne (EcoSocSci)
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BASE
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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
Saved in:
2
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:
3
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
4
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
5
Time series momentum and market stability
He, Xue-zhong
;
Li, Kai
-
2014
Persistent link: https://www.econbiz.de/10010349290
Saved in:
6
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
7
Time-varying economic dominance through bistable dynamics
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2018
Persistent link: https://www.econbiz.de/10013253836
Saved in:
8
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
-
2013
Persistent link: https://www.econbiz.de/10010213177
Saved in:
9
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
10
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
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