Frank H. Westerhoff
Economics and Econometrics · 2003–2013
A researcher in the Science corpus: 9 papers; trusts 31 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 78 citations into it; #4,553 of 23,481 by trust here, #7,755 by citations
- Finance — 61 citations into it; #4,722 of 10,518 by trust here, #5,728 by citations
- Management Science and Operations Research — 20 citations into it
- Condensed Matter Physics — 6 citations into it
- Statistical and Nonlinear Physics — 6 citations into it
Whom Frank H. Westerhoff trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Cars H. Hommes
- J. D. Farmer
- Carl Chiarella
- Xue-zhong He
- Blake LeBaron
- S. Joshi
- Mark P. Taylor
- Thomas Lux
- Lutz Kilian
- Roberto Dieci
Who trusts Frank H. Westerhoff overall
- Cars H. Hommes
- Roberto Dieci
- Fabio Tramontana
- R. Franke
- Xue-zhong He
- Florian Wagener
- Jerzy J. Korczak
- Lukas Menkhoff
- Blake LeBaron
- Youwei Li
Papers from Frank H. Westerhoff's perspective
Ordered by how strongly the researchers Frank H. Westerhoff trusts endorse each paper. Same corpus, a different order for every researcher.
- The price dynamics of common trading strategies
- Exchange rate puzzles: A tale of switching attractors
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
- Stochastic behavioral asset pricing models and the stylized facts
- Agent-based Computational Finance
- The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation
- Speculative behaviour and complex asset price dynamics: a global analysis
- Empirical properties of asset returns: stylized facts and statistical issues
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
Their papers
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2006) — 225 citations
- Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (2003) — 130 citations
- Commodity markets, price limiters and speculative price dynamics (2005) — 133 citations
- Heterogeneous expectations, exchange rate dynamics and predictability (2007) — 114 citations
- On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders (2010) — 91 citations
- Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012) — 238 citations
- The bull and bear market model of Huang and Day : Some extensions and new results (2013) — 75 citations
- A simple model of a speculative housing market (2012) — 126 citations
- Multi-Asset Market Dynamics (2003) — 50 citations