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Power-law behaviour, heterogeneity, and trend chasing

  • He, Xue-Zhong
  • Li, Youwei

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File URL: http://www.sciencedirect.com/science/article/pii/S0165-1889(06)00224-7
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 31 (2007)
Issue (Month): 10 (October)
Pages: 3396-3426

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Handle: RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  39. Carl Chiarella & Xue-Zhong He & Duo Wang, 2004. "A Behavioural Asset Pricing Model with a Time-Varying Second Moment," Research Paper Series 141, Quantitative Finance Research Centre, University of Technology, Sydney.
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