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2006-03-01
Day-end effect on the Paris Bourse
Michayluk, D
;
Sanger, GC
2006-08-01
A behavioral asset pricing model with a time-varying second moment
Chiarella, C
;
He, XZ
;
Wang, D
2006-08-01
Market mood, adaptive beliefs and asset price dynamics
Dieci, R
;
Foroni, I
;
Gardini, L
;
He, XZ
2006-12-01
An analysis of the cobweb model with boundedly rational heterogeneous producers
Chiarella, C
;
He, XZ
;
Hung, H
;
Zhu, P
2006-12-01
Statistical properties of a heterogeneous asset pricing model with time-varying second moment
Chiarella, C
;
He, XZ
;
Wang, D
2006-03-01
Asymmetric volatility, correlation and returns dynamics between the U.S. and U.K. securitized real estate markets
Michayluk, D
;
Wilson, PJ
;
Zurbruegg, R
2006
A dynamic analysis of moving average rules
Chiarella, C
;
He, X-Z
;
Hommes, C
2006-10-01
Moving average rules as a source of market instability
Chiarella, C
;
He, XZ
;
Hommes, C
2006-10-01
First order strong approximations of jump diffusions
Bruti-Liberati, N
;
Nikitopoulos-Sklibosios, C
;
Platen, E
2006-01
Time consistent dynamic risk measures
Kang, B
;
Filar, J
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Fluids & Plasmas
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