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ECONIS (ZBW)
2,423
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1
Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
Saved in:
2
Heterogeneous speculators, endogenous fluctuations and interacting markets : a model of stock prices and exchange rates
Dieci, Roberto
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10003966528
Saved in:
3
The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio
;
Westerhoff, Frank H.
;
Gardini, Laura
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
Saved in:
4
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
Saved in:
5
Do stylised facts of order book markets need strategic behaviour?
Ladley, Dan
;
Schenk-Hoppé, Klaus Reiner
- In:
Journal of economic dynamics & control
33
(
2009
)
4
,
pp. 817-831
Persistent link: https://www.econbiz.de/10003844042
Saved in:
6
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Westerhoff, Frank H.
;
Dieci, Roberto
- In:
Journal of economic dynamics & control
30
(
2006
)
2
,
pp. 293-322
Persistent link: https://www.econbiz.de/10003269296
Saved in:
7
Speculative markets and the effectiveness of price limits
Westerhoff, Frank
- In:
Journal of economic dynamics & control
28
(
2003
)
3
,
pp. 493-508
Persistent link: https://www.econbiz.de/10001853737
Saved in:
8
Looking for evidence of speculative stockholding in commodity markets
Ng, Serena
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10001190612
Saved in:
9
Ruling out speculative hyperinflations : the role of the government
Nicolini, Juan Pablo
- In:
Journal of economic dynamics & control
20
(
1996
)
5
,
pp. 791-809
Persistent link: https://www.econbiz.de/10001198045
Saved in:
10
Time variation of second moments from a noise trader infection model
Lux, Thomas
- In:
Journal of economic dynamics & control
22
(
1997/98
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
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