Similar Search Results

Intricate asset price dynamics and one-dimensional discontinuous maps

Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank H. - In: Financial asset pricing : theory, global policy and dynamics, (pp. 191-204). 2011

Persistent link: https://www.econbiz.de/10009520339

Estimation of a structural stochastic volatility model of asset pricing

Franke, Reiner; Westerhoff, Frank H. - In: Computational economics 38 (2011) 1, pp. 53-83

Persistent link: https://www.econbiz.de/10009237000

One-dimensional discontinuous piecewise-linear maps and the dynamics of financial markets

Tramontana, Fabio; Westerhoff, Frank H. - In: Global analysis of dynamic models in economics and …, (pp. 205-227). 2013

Persistent link: https://www.econbiz.de/10009611573

Modeling house price dynamics with heterogeneous speculators

Dieci, Roberto; Westerhoff, Frank H. - In: Global analysis of dynamic models in economics and …, (pp. 35-61). 2013

Persistent link: https://www.econbiz.de/10009611580

Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over

Hohnisch, Martin; Westerhoff, Frank H. - In: Structural change and economic dynamics : SC+ED 19 (2008) 3, pp. 249-259

Persistent link: https://www.econbiz.de/10003748850

Consumer sentiment and business cycles : a Neimark-Sacker bifurcation scenario

Westerhoff, Frank H. - In: Applied economics letters 15 (2008) 13/15, pp. 1201-1205

Persistent link: https://www.econbiz.de/10003801365

Analysing tax evasion dynamics via the Ising model

Zaklan, Georg; Westerhoff, Frank H.; Stauffer, Dietrich - In: Journal of economic interaction and coordination : JEIC 4 (2009) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10003840529

Managing rational routes to randomness

Schmitt, Noemi; Westerhoff, Frank H. - 2015

Within the seminal cobweb model of Brock and Hommes, firms adapt their price expectations by a profit-based switching behavior between free naïve expectations and costly rational expectations. Brock and Hommes demonstrate that fixed-point dynamics may turn into increasingly complex dynamics as...

Persistent link: https://www.econbiz.de/10010466325

Commodity price cycles and heterogeneous speculators : a STAR-GARCH model

Reitz, Stefan; Westerhoff, Frank H. - In: Empirical economics : a journal of the Institute for … 33 (2007) 2, pp. 231-244

Persistent link: https://www.econbiz.de/10003529579

Butter mountains, milk lakes and optimal price limiters

Corron, Ned; He, Xue-zhong; Westerhoff, Frank - 2005

Persistent link: https://www.econbiz.de/10002931174

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