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31
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:
32
Momentum and index investing : implications for market efficiency
Bird, Ron
;
He, Xue-zhong
;
Thosar, Satish
;
Woolley, Paul
- In:
Journal / The Capco Institute : journal of financial …
(
2005
)
15
,
pp. 79-85
Persistent link: https://www.econbiz.de/10003280236
Saved in:
33
Heterogeneity, market mechanism, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 277-344)
.
2009
Persistent link: https://www.econbiz.de/10003820633
Saved in:
34
An analysis of the cobweb model with boundedly rational heterogeneous producers
Chiarella, Carl
;
He, Xue-zhong
;
Hung, Hing
;
Zhu, Peiyuan
- In:
Journal of economic behavior & organization : JEBO
61
(
2006
)
4
,
pp. 750-768
Persistent link: https://www.econbiz.de/10003405683
Saved in:
35
Aggregation of heterogeneous beliefs and asset pricing theory : a mean-variance analysis
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2006
Persistent link: https://www.econbiz.de/10003407922
Saved in:
36
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/10003423966
Saved in:
37
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
38
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:
39
A framework for CAPM with heterogenous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2009
Persistent link: https://www.econbiz.de/10008662365
Saved in:
40
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
Saved in:
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