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~language:"eng"
~person:"Chiarella, Carl"
~person:"He, Xue-zhong"
~subject:"CAPM"
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Chiarella, Carl
He, Xue-zhong
Aase, Knut K.
14
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11
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8
Souza, Thiago de Oliveira
8
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7
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7
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5
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4
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4
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4
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4
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4
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4
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4
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
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ECONIS (ZBW)
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1
Differences in opinion and risk premium
He, Xue-zhong
;
Shi, Lei
-
2010
Persistent link: https://www.econbiz.de/10008662189
Saved in:
2
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:
3
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
4
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:
5
Market mood, adaptive beliefs and asset price dynamics
Dieci, Roberto
;
Foroni, Ilaria
;
Gardini, Laura
;
He, …
-
2005
Persistent link: https://www.econbiz.de/10003183650
Saved in:
6
A framework for CAPM with heterogenous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2009
Persistent link: https://www.econbiz.de/10008662365
Saved in:
7
Statistical properties of a heterogeneous asset price model with time-varying second moment
Chiarella, Carl
;
He, Xue-zhong
;
Wang, Duo
-
2004
Persistent link: https://www.econbiz.de/10002554408
Saved in:
8
Asset price and wealth dynamics under heterogeneous expectations
Chiarella, Carl
;
He, Xue-zhong
-
2001
Persistent link: https://www.econbiz.de/10001619249
Saved in:
9
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Dynamics⁄ Carl Chiarella1, Xue-Zhong He1 and Min Zheng1;y 1 School of Finance and
Economics
, University of Technology, Sydney …
Persistent link: https://www.econbiz.de/10003857279
Saved in:
10
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
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