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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. 973-988
Persistent link: https://www.econbiz.de/10009969521
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Disagreement, correlation and asset prices
He, Xue-Zhong; Shi, Lei - In: Economics letters 116 (2012) 3, pp. 512-516
Persistent link: https://www.econbiz.de/10010000201
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A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
Chiarella, Carl; He, Xue-Zhong; Pellizzari, Paolo - In: Macroeconomic dynamics 16 (2011) 4, pp. 556-576
Persistent link: https://www.econbiz.de/10010015296
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl; He, Xue-Zhong; Zheng, Min - In: The European journal of finance 19 (2013) 5, pp. 392-419
Persistent link: https://www.econbiz.de/10010122637
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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. 446-461
Persistent link: https://www.econbiz.de/10010044251
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Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model
Chiarella, Carl; He, Xue-Zhong - In: Computational economics 19 (2002) 1, pp. 95
Persistent link: https://www.econbiz.de/10007038794
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Commodity markets, price limiters and speculative price dynamics
He, Xue-Zhong; Westerhoff, Frank H. - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1577-1596
Persistent link: https://www.econbiz.de/10006751183
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Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, Xue-Zhong; Li, Kai; Wei, Junjie; Zheng, Min - In: Economic modelling 26 (2009) 6, pp. 1432-1442
Persistent link: https://www.econbiz.de/10008312137
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Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
Chiarella, Carl; Dieci, Roberto; He, Xue-Zhong - In: Journal of economic behavior & organization : JEBO 62 (2007) 3, pp. 408-427
Persistent link: https://www.econbiz.de/10007596884
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A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-Zhong; Hommes, Cars - In: Journal of economic dynamics & control 30 (2006) 9, pp. 1729-1754
Persistent link: https://www.econbiz.de/10007287973