Zhenxi Chen : Citation Profile


Are you Zhenxi Chen?

Christian-Albrechts-Universität Kiel (90% share)
Nanyang Technological University (10% share)

2

H index

1

i10 index

26

Citations

RESEARCH PRODUCTION:

5

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 4
   Journals where Zhenxi Chen has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1165
   Updated: 2020-01-18    RAS profile: 2019-07-23    
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Relations with other researchers


Works with:

Kiviet, Jan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhenxi Chen.

Is cited by:

Westerhoff, Frank (4)

Reitz, Stefan (2)

Vidal-Tomás, David (2)

Alfarano, Simone (2)

Baruník, Jozef (1)

Onozaki, Tamotsu (1)

He, Xuezhong (1)

Recchioni, Maria (1)

Winker, Peter (1)

Tedeschi, Gabriele (1)

Bhatti, Muhammad (1)

Cites to:

He, Xuezhong (17)

Huang, Weihong (15)

Westerhoff, Frank (14)

Chiarella, Carl (11)

Hommes, Cars (10)

Lux, Thomas (10)

Brock, William (6)

Zheng, Huanhuan (5)

Paya, Ivan (4)

Peel, David (4)

Niu, Linlin (4)

Main data


Where Zhenxi Chen has published?


Working Papers Series with more than one paper published# docs
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3
Economic Growth Centre Working Paper Series / Nanyang Technological University, School of Social Sciences, Economic Growth Centre3

Recent works citing Zhenxi Chen (2019 and 2018)


YearTitle of citing document
2019Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1809.02772.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

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2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Berardi, Simone. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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2017Tail dependence and information flow: Evidence from international equity markets. (2017). al Rahahleh, Naseem ; Adeinat, Iman ; Bhatti, Ishaq M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:319-329.

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2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

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2018Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Onozaki, Tamotsu ; Sato, Yuzuru ; Saiki, Yoshitaka ; Esashi, Kunihiko. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76.

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2018An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12.

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2018An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693.

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2017Complexity and model comparison in agent based modeling of financial markets. (2017). Winker, Peter ; Mandes, Alexandru . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0173-0.

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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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2017Herding behaviour and volatility clustering in financial markets. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:8:p:1187-1203.

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2018Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto. In: Research Paper Series. RePEc:uts:rpaper:389.

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2017Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201707.

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2018Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201807.

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Works by Zhenxi Chen:


YearTitleTypeCited
2018A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets In: Annals of Economics and Finance.
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article0
2014Modeling regional linkage of financial markets In: Journal of Economic Behavior & Organization.
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article8
2018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach In: Computational Economics.
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article16
2015Estimation of sentiment effects in financial markets: A simulated method of moments approach.(2015) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 16
paper
2012Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach In: Economic Growth Centre Working Paper Series.
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paper2
2013Propagation of Financial Crises: A Heterogenous Agents Approach In: Economic Growth Centre Working Paper Series.
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2014Hong Kong: A Bridge Connecting Mainland China and the International Market In: Economic Growth Centre Working Paper Series.
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2018Estimating heterogeneous agents behavior in a two-market financial system In: Journal of Economic Interaction and Coordination.
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2015Estimating heterogeneous agents behavior in a two-market financial system.(2015) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 0
paper
2019Baltic Dry Index and iron ore spot market: dynamics and interactions In: Applied Economics.
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article0
2016Regimes dependent speculative trading: Evidence from the United States housing market In: FinMaP-Working Papers.
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paper0

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