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Details about Min Zheng

Homepage:http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=2243
Workplace:China Institute for Actuarial Sciences, Central University of Finance and Economics (CUFE), (more information at EDIRC)

Access statistics for papers by Min Zheng.

Last updated 2013-08-12. Update your information in the RePEc Author Service.

Short-id: pzh236


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Working Papers

2012

  1. Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (2)

2010

  1. Dynamics of Moving Average Rules in a Continuous-time Financial Market Model
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads 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) Downloads View citations (19) (2010)

2009

  1. Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (32)
    See also Journal Article Market stability switches in a continuous-time financial market with heterogeneous beliefs, Economic Modelling, Elsevier (2009) Downloads View citations (31) (2009)

2007

  1. The Stochastic Dynamics of Speculative Prices
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (5)

Journal Articles

2013

  1. Heterogeneous expectations and exchange rate dynamics
    The European Journal of Finance, 2013, 19, (5), 392-419 Downloads View citations (7)

2011

  1. 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 Downloads View citations (35)

2010

  1. Dynamics of moving average rules in a continuous-time financial market model
    Journal of Economic Behavior & Organization, 2010, 76, (3), 615-634 Downloads View citations (19)
    See also Working Paper Dynamics of Moving Average Rules in a Continuous-time Financial Market Model, Research Paper Series (2010) Downloads View citations (20) (2010)

2009

  1. Market stability switches in a continuous-time financial market with heterogeneous beliefs
    Economic Modelling, 2009, 26, (6), 1432-1442 Downloads View citations (31)
    See also Working Paper Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs, Research Paper Series (2009) Downloads View citations (32) (2009)
  2. Robust estimation of multivariate regression model
    Statistical Papers, 2009, 50, (1), 81-100 Downloads View citations (5)

2008

  1. The stochastic bifurcation behaviour of speculative financial markets
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3837-3846 Downloads View citations (17)
 
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