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Frank H. Westerhoff
Frank H. Westerhoff
Professor of Economics, University of Bamberg
uni-bamberg.de의 이메일 확인됨 - 홈페이지
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The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
FH Westerhoff, R Dieci
Journal of Economic Dynamics and Control 30 (2), 293-322, 2006
2602006
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
R Franke, F Westerhoff
Journal of Economic Dynamics and Control 36 (8), 1193-1211, 2012
2402012
The use of agent-based financial market models to test the effectiveness of regulatory policies
FH Westerhoff
Jahrbücher für Nationalökonomie und Statistik 228 (2-3), 195-227, 2008
1752008
Multiasset market dynamics
FH Westerhoff
Macroeconomic Dynamics 8 (5), 596-616, 2004
1652004
Economics crisis
T Lux, F Westerhoff
Nature Physics 5 (1), 2-3, 2009
1622009
Commodity markets, price limiters and speculative price dynamics
XZ He, FH Westerhoff
Journal of Economic Dynamics and Control 29 (9), 1577-1596, 2005
1582005
Heterogeneous expectations, exchange rate dynamics and predictability
S Manzan, FH Westerhoff
Journal of economic behavior & Organization 64 (1), 111-128, 2007
1552007
Speculative markets and the effectiveness of price limits
F Westerhoff
Journal of Economic Dynamics and Control 28 (3), 493-508, 2003
1502003
Heterogeneous traders and the Tobin tax
F Westerhoff
Journal of Evolutionary Economics 13, 53-70, 2003
1462003
A simple model of a speculative housing market
R Dieci, F Westerhoff
Journal of Evolutionary Economics 22, 303-329, 2012
1342012
Some effects of transaction taxes under different microstructures
P Pellizzari, F Westerhoff
Journal of Economic Behavior & Organization 72 (3), 850-863, 2009
1292009
Analysing tax evasion dynamics via the Ising model
G Zaklan, F Westerhoff, D Stauffer
Journal of Economic Interaction and Coordination 4, 1-14, 2009
1292009
Nonlinearities and cyclical behavior: the role of chartists and fundamentalists
FH Westerhoff, S Reitz
Studies in Nonlinear Dynamics & Econometrics 7 (4), 2003
1132003
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
S Reitz, F Westerhoff
Empirical Economics 33, 231-244, 2007
1122007
Samuelson's multiplier–accelerator model revisited
FH Westerhoff
Applied Economics Letters 13 (2), 89-92, 2006
1082006
Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
R Dieci, F Westerhoff
Journal of Economic Dynamics and Control 34 (4), 743-764, 2010
1022010
Exchange rate dynamics: A nonlinear survey
FH Westerhoff
Handbook of research on complexity, 2009
1022009
Estimation of a structural stochastic volatility model of asset pricing
R Franke, F Westerhoff
Computational Economics 38, 53-83, 2011
972011
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
F Westerhoff, S Reitz
Physica A: Statistical Mechanics and its Applications 349 (3-4), 641-648, 2005
972005
Representativeness of news and exchange rate dynamics
S Manzan, F Westerhoff
Journal of Economic Dynamics and Control 29 (4), 677-689, 2005
882005
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