The following pages link to Frank H. Westerhoff (Q220877):
Displayed 50 items.
- Item:Q220877 (redirect page) (← links)
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Symmetry breaking in a bull and bear financial market model (Q506811) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- Triggering crashes in chaotic dynamics (Q601432) (← links)
- Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map (Q651356) (← links)
- Interactions between the real economy and the stock market: a simple agent-based approach (Q714264) (← links)
- One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets (Q742458) (← links)
- Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations (Q846516) (← links)
- Target zone interventions and coordination of expectations (Q850929) (← links)
- On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
- Speculative markets and the effectiveness of price limits (Q951476) (← links)
- Representativeness of news and exchange rate dynamics (Q953771) (← links)
- Commodity markets, price limiters and speculative price dynamics (Q956452) (← links)
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
- Stability analysis of a cobweb model with market interactions (Q1039666) (← links)
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets (Q1040112) (← links)
- Item:Q220877 (redirect page) (← links)
- Modeling exchange rate behavior with a genetic algorithm (Q1397406) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
- Interactions between stock, bond and housing markets (Q1657356) (← links)
- Stock market participation and endogenous boom-bust dynamics (Q1672724) (← links)
- Steady states, stability and bifurcations in multi-asset market models (Q1715611) (← links)
- Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model (Q1730151) (← links)
- Positive welfare effects of trade barriers in a dynamic partial equilibrium model (Q1991952) (← links)
- The bull and bear market model of Huang and Day: some extensions and new results (Q1994165) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- Production delays, supply distortions and endogenous price dynamics (Q2108627) (← links)
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities (Q2228559) (← links)
- Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure (Q2238317) (← links)
- Heterogeneous traders, price-volume signals, and complex asset price dynamics (Q2570011) (← links)
- (Q3061371) (← links)
- Modeling House Price Dynamics with Heterogeneous Speculators (Q3191525) (← links)
- One-Dimensional Discontinuous Piecewise-Linear Maps and the Dynamics of Financial Markets (Q3191532) (← links)
- Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (Q3368322) (← links)
- Expectations and the Multiplier-Accelerator Model (Q3424760) (← links)
- A Simple Agent-based Financial Market Model: Direct Interactions and Comparisons of Trading Profits (Q3569488) (← links)
- Global Bifurcations in a Three-Dimensional Financial Model of Bull and Bear Interactions (Q3569489) (← links)
- Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
- A financial market model with two discontinuities: Bifurcation structures in the chaotic domain (Q4575503) (← links)
- Market-maker, inventory control and foreign exchange dynamics (Q4647282) (← links)
- MULTIASSET MARKET DYNAMICS (Q4673911) (← links)
- MARKET DEPTH AND PRICE DYNAMICS: A NOTE (Q4832378) (← links)
- Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map (Q5056839) (← links)
- An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations (Q5131406) (← links)
- Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps (Q5155209) (← links)
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS (Q5291324) (← links)