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Frank Westerhoff : Citation Profile


Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

19

H index

35

i10 index

960

Citations

RESEARCH PRODUCTION:

61

Articles

47

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 56
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 65 (6.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe22
   Updated: 2018-02-24    RAS profile: 2017-11-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tuinstra, Jan (5)

Gardini, Laura (3)

Tramontana, Fabio (2)

Wegener, Michael (2)

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

Is cited by:

He, Xuezhong (55)

Hommes, Cars (33)

Chiarella, Carl (31)

Reitz, Stefan (25)

Menkhoff, Lukas (21)

Li, Youwei (19)

Fatoke Dato, Mafaizath (18)

Kirchler, Michael (18)

Napoletano, Mauro (16)

March, Christoph (15)

Chen, Zhenxi (15)

Cites to:

Hommes, Cars (194)

Chiarella, Carl (108)

He, Xuezhong (75)

Brock, William (71)

Gardini, Laura (62)

Lux, Thomas (61)

Tuinstra, Jan (58)

Huang, Weihong (46)

Taylor, Mark (46)

Farmer, J. (31)

Tramontana, Fabio (28)

Main data


Where Frank Westerhoff has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control12
Journal of Economic Behavior & Organization8
Studies in Nonlinear Dynamics & Econometrics4
Journal of Evolutionary Economics4
Quantitative Finance3
Journal of Economic Interaction and Coordination3
Physica A: Statistical Mechanics and its Applications3
Applied Economics Letters3
Economic Modelling2
Computational Economics2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group20
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Working Papers / University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini3
Papers / arXiv.org3
Computing in Economics and Finance 2004 / Society for Computational Economics3
Post-Print / HAL2
Modeling, Computing, and Mastering Complexity 2003 / Society for Computational Economics2
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2

Recent works citing Frank Westerhoff (2018 and 2017)


YearTitle of citing document
2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Papers. RePEc:arx:papers:1703.10639.

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2017Second order stochastic differential models for financial markets. (2017). Zung, Nguyen Tien . In: Papers. RePEc:arx:papers:1707.05419.

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2017The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2017). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1712.05121.

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2018SABCEMM-A Simulation Framework for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp. In: Papers. RePEc:arx:papers:1801.01811.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017Analyzing Structural Reforms Using a Behavioral Macroeconomic Model. (2017). DeGrauwe, Paul ; Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6518.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017Impact of value-at-risk models on market stability. (2017). Llacay, Barbara ; Peffer, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:223-256.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach. (2017). Ftiti, Zied ; JAWADI, Fredj ; Hdia, Mouna . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:567-588.

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2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

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2017The impact of religious practice on stock returns and volatility. (2017). Roubaud, David ; Bouri, Elie ; Zoubi, Taisier ; Al-Khazali, Osamah . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:172-189.

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2017Assessing the impact of an EU financial transactions tax on asset volatility: An event study. (2017). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:12-24.

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2017A tale of two tails: Explaining extreme events in financialized agricultural markets. (2017). Algieri, Bernardina ; Koch, Nicolas ; Kalkuhl, Matthias . In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:256-269.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2017Explosive rents: The real estate market dynamics in exuberance. (2017). Xiao, Keli ; Fabozzi, Frank J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:100-107.

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2017Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Alizadeh, Amir H ; Yip, Tsz Leung ; Thanopoulou, Helen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto . In: IMK Working Paper. RePEc:imk:wpaper:186-2017.

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2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

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2017Real Estate Transfer Taxes and Housing Price Volatility in the United States. (2017). Chen, Haiwei . In: International Real Estate Review. RePEc:ire:issued:v:20:n:02:2017:p:207-219.

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2017Sustainability-oriented future EU funding: a financial transaction tax. (2017). Solilova, Veronika ; Dobranschi, Marian ; Nerudova, Danue . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:4:d:10.1007_s10663-017-9391-5.

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2017Setting the futures margin with price limits: the case for single-stock futures. (2017). Fung, Hung-Gay ; Tse, Yiuman ; Chou, Jian-Hsin ; Chen, Chen-Yu . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0548-7.

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2017Quantifying the impact of Ramadan on global raw sugar prices. (2017). Haque, A.K. Enamul ; Basher, Syed ; Abrar, Hossain Kazi ; Abul, Basher Syed . In: MPRA Paper. RePEc:pra:mprapa:75941.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2017Yield curve responses to market sentiments and monetary policy. (2017). Demary, Markus. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0167-3.

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2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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2017An evolutive financial market model with animal spirits: imitation and endogenous beliefs. (2017). Naimzada, Ahmad ; Pireddu, M ; Cavalli, F. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0506-8.

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2017Nonlinear monetary policy rules in a pure exchange overlapping generations model. (2017). Naimzada, Ahmad ; Agliari, Anna ; Pecora, Nicolo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0522-8.

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2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir . In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Lamperti, Francesco ; Guerini, Mattia ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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2017Risk aversion and prudence in contests. (2017). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:120.

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2017Are sequential round-robin tournaments discriminatory?. (2017). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:121.

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2017Contests as selection mechanisms: The impact of risk aversion. (2017). March, Christoph ; Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:127.

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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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2017Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market. (2017). Schasfoort, Joeri ; Stockermans, Christopher. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201763.

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2017Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2017). Noth, Felix ; Eichfelder, Sebastian ; Lau, Mona . In: IWH Discussion Papers. RePEc:zbw:iwhdps:42017.

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Works by Frank Westerhoff:


YearTitleTypeCited
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper20
2003Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization.
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article
2001Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001.
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paper
2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
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paper28
2005Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control.
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article
2002Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers.
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paper38
2007Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization.
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article
2008Analysing tax evasion dynamics via the Ising model In: Papers.
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paper25
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
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article
2003Tobin tax and market depth In: Papers.
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paper32
2005Tobin tax and market depth.(2005) In: Quantitative Finance.
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article
2004Market depth and price dynamics: A note In: Papers.
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paper3
2004Spillover Dynamics of Central Bank Interventions In: German Economic Review.
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article0
Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003.
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2006Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory.
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article1
2008HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica.
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article2
2006Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
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article12
2009Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series.
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2012Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics.
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article52
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series.
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2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
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article33
2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
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2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
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2003Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control.
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article25
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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article41
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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2006The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach In: Journal of Economic Dynamics and Control.
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article62
2004The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach.(2004) In: Computing in Economics and Finance 2004.
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2010Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control.
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article19
2010Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates In: Journal of Economic Dynamics and Control.
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article21
2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control.
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article63
2011Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series.
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2013The bull and bear market model of Huang and Day: Some extensions and new results In: Journal of Economic Dynamics and Control.
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article15
2012The bull and bear market model of Huang and Day : Some extensions and new results.(2012) In: BERG Working Paper Series.
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2014Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control.
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2013Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series.
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2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control.
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article2
2016Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach In: Journal of Economic Dynamics and Control.
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article2
2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations In: Journal of Economic Dynamics and Control.
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2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations.(2017) In: BERG Working Paper Series.
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2009A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling.
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2010A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling.
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article3
2016Stock market participation and endogenous boom-bust dynamics In: Economics Letters.
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2003Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money.
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2015Managing rational routes to randomness In: Journal of Economic Behavior & Organization.
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2015Managing rational routes to randomness.(2015) In: BERG Working Paper Series.
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2017Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems In: Journal of Economic Behavior & Organization.
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2015Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems.(2015) In: BERG Working Paper Series.
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2005Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization.
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Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003.
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2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
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2009Some effects of transaction taxes under different microstructures.(2009) In: Post-Print.
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2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
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2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
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2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders In: Journal of Economic Behavior & Organization.
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article13
2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders..(2010) In: Working Papers.
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2010Interacting cobweb markets In: Journal of Economic Behavior & Organization.
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2010Interacting cobweb markets.(2010) In: Post-Print.
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2015A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities In: Mathematics and Computers in Simulation (MATCOM).
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2011A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities.(2011) In: Quaderni di Dipartimento.
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2004Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
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article5
2005Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market In: Physica A: Statistical Mechanics and its Applications.
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article29
2008Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications.
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article5
2008Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over In: Structural Change and Economic Dynamics.
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article5
2009Exchange Rate Dynamics: A Nonlinear Survey In: Chapters.
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2008The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article31
2003Modeling Exchange Rate Behavior with a Genetic Algorithm In: Computational Economics.
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2011Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map In: Computational Economics.
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article5
2000EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM In: Computing in Economics and Finance 2000.
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2002Heterogeneous Traders and the Tobin Tax In: Computing in Economics and Finance 2002.
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2003Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics.
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2004Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004.
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2004A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004.
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2014One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets In: Decisions in Economics and Finance.
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article1
2007Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics.
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article33
2016Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation In: Journal of Economic Interaction and Coordination.
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2011Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation.(2011) In: BERG Working Paper Series.
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2007A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination.
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article2
2012Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model In: Journal of Evolutionary Economics.
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2012A simple model of a speculative housing market In: Journal of Evolutionary Economics.
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2009A simple model of a speculative housing market.(2009) In: BERG Working Paper Series.
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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models In: Journal of Evolutionary Economics.
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