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person:"Lux, Thomas"
~person:"Franke, Reiner"
~subject:"Agentenbasierte Modellierung"
~type_genre:"Aufsatz in Zeitschrift"
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Agentenbasierte Modellierung
Anlageverhalten
7
Behavioural finance
7
Agent-based modeling
5
Börsenkurs
3
Herdenverhalten
3
Herding
3
Share price
3
Agent-based modelling
2
Capital income
2
Deutschland
2
Estimation
2
Estimation theory
2
Germany
2
Kapitaleinkommen
2
Schätztheorie
2
Schätzung
2
Theorie
2
Theory
2
Three-state sentiment dynamics
2
2004-2008
1
Aktienmarkt
1
Analysis
1
Asset pricing
1
Autocorrelation pattern
1
Beja-Goldman model
1
Bootstrapped p values
1
Business cycle
1
CAPM
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
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Fat tails
1
Financial analysis
1
Financial market
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Finanzanalyse
1
Finanzmarkt
1
Finite difference schemes
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Fokker-Planck equation
1
Forecasting model
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Goodwin cycles
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Aufsatz in Zeitschrift
Graue Literatur
11
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11
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10
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10
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5
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Lux, Thomas
Franke, Reiner
Westerhoff, Frank H.
4
Chiarella, Carl
3
Feldman, Todd
3
Chen, Shu-Heng
2
Demary, Markus
2
El-Aroui, Mhamed-Ali
2
He, Xue-zhong
2
Huang, Weihong
2
Hudson, Robert
2
Jennings, Nick
2
Karaś, Marek
2
Krichene, Hazem
2
Manahov, Viktor
2
Polukarov, Maria
2
Pruna, Radu T.
2
Serwatka, Anna
2
Silva, Sergio da
2
Vošvrda, Miloslav S.
2
Witte, Björn-Christopher
2
Zheng, Huanhuan
2
Zwinkels, Remco C. J.
2
Aboulaich, Rajae
1
Alfarano, Simone
1
Alizadeh-Masoodian, Amir H.
1
Arun, Chockalingam Joe
1
Asada, Tōichirō
1
Augier, Stanislas
1
Barunik, Jozef
1
Baruník, Jozef
1
Bauer, Christian
1
Bensaid, Khalid
1
Bookstaber, Richard M.
1
Carlson, Murray
1
Cavalli, F.
1
Chapman, David A.
1
Chauveau, Thierry
1
Chen, Shu-peng
1
Chen, Zhenxi
1
Cheng, Po-Keng
1
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Journal of economic interaction and coordination : JEIC
2
Economic modelling
1
Journal of economic dynamics & control
1
Journal of evolutionary economics : JEE
1
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ECONIS (ZBW)
5
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1
Heterogeneity in the Harrodian sentiment dynamics, entailing also some scope for stability
Franke, Reiner
- In:
Journal of evolutionary economics : JEE
30
(
2020
)
2
,
pp. 347-374
Persistent link: https://www.econbiz.de/10012252889
Saved in:
2
Different compositions of aggregate sentiment and their impact on macroeconomic stability
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Economic modelling
76
(
2019
),
pp. 117-127
Persistent link: https://www.econbiz.de/10012198272
Saved in:
3
Why a simple herding model may generate the stylized facts of daily returns : explanation and estimation
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Journal of economic interaction and coordination : JEIC
11
(
2016
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011486128
Saved in:
4
Estimation of an agent-based model of investor sentiment formation in financial markets
Lux, Thomas
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1284-1302
Persistent link: https://www.econbiz.de/10009655681
Saved in:
5
Incorporating positions into asset pricing models with order-based strategies
Franke, Reiner
;
Asada, Tōichirō
- In:
Journal of economic interaction and coordination : JEIC
3
(
2008
)
2
,
pp. 201-227
Persistent link: https://www.econbiz.de/10003794421
Saved in:
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