R. Franke

Economics and Econometrics · with Westerhoff · 2009–2012

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom R. Franke trusts overall

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

  1. Francisco J. Ruge-Murcia
  2. Sebastiano Manzan
  3. Russell Davidson
  4. Frank H. Westerhoff
  5. Thomas Lux
  6. James G. MacKinnon
  7. Cars H. Hommes
  8. Blake LeBaron
  9. Rama Cont
  10. Leigh Tesfatsion

Who trusts R. Franke overall

  1. Jakob Grazzini
  2. Frank H. Westerhoff
  3. Matteo G. Richiardi
  4. Wei Zhang
  5. Pengfei Wang
  6. Xiao Li

Papers from R. Franke's perspective

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

  1. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
  2. The price dynamics of common trading strategies
  3. Stochastic behavioral asset pricing models and the stylized facts
  4. Empirical properties of asset returns: stylized facts and statistical issues
  5. Agent-based Computational Finance
  6. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
  7. Power-law behaviour, heterogeneity, and trend chasing
  8. Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins
  9. Econometric Theory and Methods
  10. Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam…

Their papers