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~person:"Westerhoff, Frank"
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STAR GARCH
6
nonlinearities
5
technical and fundamental trading
5
Commodity markets
2
Nonlinearities
2
cyclical behavior
2
Anlageverhalten
1
Behavioural finance
1
Chartists and fundamentalists
1
Devisenmarkt
1
Econophysics
1
Estimation
1
Exchange rate theory
1
Financial analysis
1
Finanzanalyse
1
Foreign exchange market
1
Nichtlineare Dynamik
1
Nonlinear dynamics
1
STAR-GARCH approach
1
STAR-GARCH model
1
Schätzung
1
Technical and fundamental analysis
1
Theorie
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Theory
1
USA
1
United States
1
Volatility
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Volatilität
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Wechselkurstheorie
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Westerhoff, Frank
McAleer, Michael
68
Chang, Chia-Lin
64
Schleer, Frauke
21
Semmler, Willi
16
Oxley, Les
15
Reimers, Hans-Eggert
13
Gottschalk, Jan
12
Polleit, Thorsten
10
Reitz, Stefan
10
Tödter, Karl-Heinz
9
Belongia, Michael T.
8
Hofmann, Boris
8
Antypas, Antonios
7
Bietenbeck, Jan
7
Bordignon, Massimo
7
Caporale, Guglielmo Maria
7
Chan, Felix
7
Colussi, Tommaso
7
Kourogenis, Nikolaos
7
Maasoumi, Esfandiar
7
Pittis, Nikitas
7
Seitz, Franz
7
Teräsvirta, Timo
7
Hall, Stephen G.
6
Ireland, Peter N.
6
Lane, Julia
6
Lang, Stefan
6
Frenkel, Michael
5
Fu, Jing
5
Gerdesmeier, Dieter
5
Guender, Alfred V.
5
Habibullah, Muzafar Shah
5
Herwartz, Helmut
5
Knedlik, Tobias
5
Li, Mingsheng
5
McAleer, M.J.
5
Medeiros, Marcelo C.
5
Poon, Wai Ching
5
Scheide, Joachim
5
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Center for Financial Studies
2
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CFS Working Paper Series
2
Studies in Nonlinear Dynamics & Econometrics
2
CFS Working Paper
1
CFS working paper series
1
Empirical Economics
1
Physica A: Statistical Mechanics and its Applications
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RePEc
6
ECONIS (ZBW)
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EconStor
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1
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Reitz, Stefan
;
Westerhoff, Frank
-
2003
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10010311990
Saved in:
2
Nonlinearities and cyclical behavior : the role of chartists and fundamentalists
Reitz, Stefan
;
Westerhoff, Frank
-
2003
Persistent link: https://www.econbiz.de/10001757656
Saved in:
3
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Reitz, Stefan
;
Westerhoff, Frank
-
Center for Financial Studies
-
2003
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10010958752
Saved in:
4
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Reitz, Stefan
;
Westerhoff, Frank
-
Center for Financial Studies
-
2003
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10005600443
Saved in:
5
Commodity price cycles and heterogeneous speculators: a
STAR
–GARCH model
Reitz, Stefan
;
Westerhoff, Frank
- In:
Empirical Economics
33
(
2007
)
2
,
pp. 231-244
Persistent link: https://www.econbiz.de/10005612958
Saved in:
6
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Westerhoff, Frank
;
Reitz, Stefan
- In:
Studies in Nonlinear Dynamics & Econometrics
7
(
2007
)
4
,
pp. 1125-1125
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10004966231
Saved in:
7
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
Westerhoff, Frank
;
Reitz, Stefan
- In:
Physica A: Statistical Mechanics and its Applications
349
(
2005
)
3
,
pp. 641-648
. The crucial element of our model is a nonlinear market impact of technical traders: Estimation of our
STAR
-GARCH model …
Persistent link: https://www.econbiz.de/10010588513
Saved in:
8
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Westerhoff, Frank
;
Reitz, Stefan
- In:
Studies in Nonlinear Dynamics & Econometrics
7
(
2003
)
4
,
pp. 1125-1125
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10005246268
Saved in:
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