Friedrich Wagner

Economics and Econometrics · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #20,716 of 23,481 by trust here, #13,596 by citations
• Finance — 8 citations into it; #9,425 of 10,518 by trust here, #5,523 by citations

Whom Friedrich Wagner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Alan Kirman

Who trusts Friedrich Wagner overall

1. Thomas Lux

Papers from Friedrich Wagner's perspective

Ordered by how strongly the researchers Friedrich Wagner trusts endorse each paper. Same corpus, a different order for every researcher.

1. Microeconomic Models for Long Memory in the Volatility of Financial Time Series
2. The Pricing of Options and Corporate Liabilities
3. Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
4. Agent-based computational finance : Suggested readings and early research
5. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
6. Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins
7. Stochastic behavioral asset pricing models and the stylized facts
8. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? (Social Science Research Network)
9. Statistics for long-memory processes
10. Discrete Choice with Social Interactions

Their papers

• Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005) — 360 citations
• Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach (2008) — 191 citations