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Competitive moment matching of a New-Keynesian and an Old-Keynesian model
Franke, Reiner - In: Journal of economic interaction and coordination : JEIC 13 (2018) 2, pp. 201-239
Persistent link: https://www.econbiz.de/10011961999
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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, pp. 201-227
Persistent link: https://www.econbiz.de/10003794421
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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