Xue-zhong He

Economics and Econometrics · 2001–2015

A researcher in the Science corpus: 13 papers; trusts 22 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 50 citations into it; #2,645 of 23,481 by trust here, #4,166 by citations
• Finance — 43 citations into it; #2,055 of 10,518 by trust here, #3,142 by citations
• Management Science and Operations Research — 17 citations into it
• Statistical and Nonlinear Physics — 8 citations into it
• Condensed Matter Physics — 7 citations into it; #1,604 of 1,948 by trust here, #1,699 by citations

Whom Xue-zhong He trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Carl Chiarella
2. Andrea Gaunersdorfer
3. Cars H. Hommes
4. Robert F. Engle
5. Roberto Dieci
6. Tim Bollerslev
7. Vitor Araujo
8. Blake LeBaron
9. Irene Giardina
10. J. D. Farmer

Who trusts Xue-zhong He overall

1. Carl Chiarella
2. Roberto Dieci
3. Cars H. Hommes
4. Youwei Li
5. Frank H. Westerhoff
6. Fabio Tramontana
7. Laura Gardini
8. Thomas Lux
9. Giulia Iori
10. Florian Wagener

Papers from Xue-zhong He's perspective

Ordered by how strongly the researchers Xue-zhong He trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. The price dynamics of common trading strategies
3. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
4. Generalized autoregressive conditional heteroskedasticity
5. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (Macroeconomic Dynamics)
6. Agent-based Computational Finance
7. Speculative behaviour and complex asset price dynamics: a global analysis
8. Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework
9. The Behavior of Stock-Market Prices
10. Speculative Behaviour and Complex Asset Price Dynamics

Their papers

• Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (2002) — 285 citations
• Asset price and wealth dynamics under heterogeneous expectations (2001) — 218 citations
• HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (2003) — 170 citations
• Dynamics of beliefs and learning under aL-processes -- the heterogeneous case (2001) — 80 citations
• Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework (2007) — 128 citations
• Power-law behaviour, heterogeneity, and trend chasing (2007) — 114 citations
• Commodity markets, price limiters and speculative price dynamics (2005) — 133 citations
• Heterogeneity, convergence, and autocorrelations (2008) — 70 citations
• The Stochastic Differential Equation (2015) — 60 citations
• Time-varying beta: a boundedly rational equilibrium approach (2010) — 147 citations
• The stochastic bifurcation behaviour of speculative financial markets (2008) — 56 citations
• A Dynamic Analysis of Moving Average Rules (2006) — 131 citations
• A Dynamical Analysis of Moving Average Rules (2004) — 72 citations