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Long memory in financial markets : a heterogeneous agent model perspective
Zheng, Min; Liu, Ruipeng; Li, Youwei - In: International review of financial analysis 58 (2018), pp. 38-51
Persistent link: https://www.econbiz.de/10012006389
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The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong; Li, Youwei - 2015 - Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
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Can investor sentiment be a momentum time-series predictor? : evidence from China
Han, Xing; Li, Youwei - In: Journal of empirical finance 42 (2017), pp. 212-239
Persistent link: https://www.econbiz.de/10011808570
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Modelling mortality : are we heading in the right direction?
O'Hare, Colin; Li, Youwei - In: Applied economics 49 (2017) 2, pp. 170-187
Persistent link: https://www.econbiz.de/10011810542
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Models of mortality rates : analysing the residuals
O'Hare, Colin; Li, Youwei - In: Applied economics 49 (2017) 52, pp. 5309-5323
Persistent link: https://www.econbiz.de/10011845132
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The adaptiveness in stock markets : testing the stylized facts in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of evolutionary economics : JEE 27 (2017) 5, pp. 1071-1094
Persistent link: https://www.econbiz.de/10011895210
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Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
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Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
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Heterogeneity, profitability and autocorrelations
He, Xue-zhong; Li, Youwei - 2005
Persistent link: https://www.econbiz.de/10002721594
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Long memory, heterogeneity and trend chasing
He, Xue-zhong; Li, Youwei - 2005
Persistent link: https://www.econbiz.de/10002721654