Details about Min Zheng
Access statistics for papers by Min Zheng.
Last updated 2013-08-12. Update your information in the RePEc Author Service.
Short-id: pzh236
Jump to Journal Articles
Working Papers
2012
- Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)
2010
- Dynamics of Moving Average Rules in a Continuous-time Financial Market Model
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (20)
See also Journal Article Dynamics of moving average rules in a continuous-time financial market model, Journal of Economic Behavior & Organization, Elsevier (2010) View citations (19) (2010)
2009
- Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (32)
See also Journal Article Market stability switches in a continuous-time financial market with heterogeneous beliefs, Economic Modelling, Elsevier (2009) View citations (31) (2009)
2007
- The Stochastic Dynamics of Speculative Prices
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (5)
Journal Articles
2013
- Heterogeneous expectations and exchange rate dynamics
The European Journal of Finance, 2013, 19, (5), 392-419 View citations (7)
2011
- An analysis of the effect of noise in a heterogeneous agent financial market model
Journal of Economic Dynamics and Control, 2011, 35, (1), 148-162 View citations (35)
2010
- Dynamics of moving average rules in a continuous-time financial market model
Journal of Economic Behavior & Organization, 2010, 76, (3), 615-634 View citations (19)
See also Working Paper Dynamics of Moving Average Rules in a Continuous-time Financial Market Model, Research Paper Series (2010) View citations (20) (2010)
2009
- Market stability switches in a continuous-time financial market with heterogeneous beliefs
Economic Modelling, 2009, 26, (6), 1432-1442 View citations (31)
See also Working Paper Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs, Research Paper Series (2009) View citations (32) (2009)
- Robust estimation of multivariate regression model
Statistical Papers, 2009, 50, (1), 81-100 View citations (5)
2008
- The stochastic bifurcation behaviour of speculative financial markets
Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3837-3846 View citations (17)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|