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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Bounded rationality"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
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2018
Persistent link: https://www.econbiz.de/10013253829
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2
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
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2015
Persistent link: https://www.econbiz.de/10011777504
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3
Recent developments on heterogeneous beliefs and adaptive behaviour of financial markets
He, Xue-zhong
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2012
Persistent link: https://www.econbiz.de/10009632003
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4
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
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2012
Persistent link: https://www.econbiz.de/10009564462
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5
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
Saved in:
6
Heterogeneous beliefs and the performances of optimal portfolios
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564473
Saved in:
7
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
-
2011
Persistent link: https://www.econbiz.de/10009564620
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8
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
9
The British Russian option
Glover, Kristoffer
;
Peskir, Goran
;
Samee, Farman
-
2010
Persistent link: https://www.econbiz.de/10008662195
Saved in:
10
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
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