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~isPartOf:"ERIM report series research in management"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of economic interaction and coordination : JEIC"
~person:"Franke, Reiner"
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Franke, Reiner
McAleer, Michael
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ERIM report series research in management
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Journal of economic interaction and coordination : JEIC
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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
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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
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pp. 201-227
Persistent link: https://www.econbiz.de/10003794421
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