Access Statistics for Min Zheng
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs | 0 | 0 | 0 | 33 | 0 | 0 | 3 | 134 |
| Dynamics of Moving Average Rules in a Continuous-time Financial Market Model | 0 | 0 | 0 | 102 | 0 | 0 | 2 | 271 |
| Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs | 0 | 0 | 0 | 38 | 0 | 1 | 1 | 158 |
| The Stochastic Dynamics of Speculative Prices | 0 | 0 | 0 | 99 | 0 | 0 | 0 | 312 |
| Total Working Papers | 0 | 0 | 0 | 272 | 0 | 1 | 6 | 875 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| An analysis of the effect of noise in a heterogeneous agent financial market model | 0 | 0 | 0 | 51 | 0 | 0 | 1 | 178 |
| Dynamics of moving average rules in a continuous-time financial market model | 0 | 0 | 0 | 16 | 1 | 3 | 3 | 136 |
| Heterogeneous expectations and exchange rate dynamics | 0 | 0 | 0 | 24 | 1 | 2 | 3 | 99 |
| Market stability switches in a continuous-time financial market with heterogeneous beliefs | 0 | 0 | 1 | 32 | 0 | 1 | 2 | 121 |
| Robust estimation of multivariate regression model | 0 | 0 | 0 | 23 | 0 | 0 | 0 | 106 |
| The stochastic bifurcation behaviour of speculative financial markets | 0 | 0 | 0 | 9 | 0 | 1 | 3 | 50 |
| Total Journal Articles | 0 | 0 | 1 | 155 | 2 | 7 | 12 | 690 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail