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Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model
Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 176 (2019), pp. 43-46
Persistent link: https://www.econbiz.de/10012121226
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Market entry waves and volatility outbursts in stock markets
Schwartz, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 153 (2018), pp. 19-37
Persistent link: https://www.econbiz.de/10011986639
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Nonlinearities and cyclical behavior : the role of chartists and fundamentalists
Westerhoff, Frank H. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004174
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Speculative dynamics, feedback traders and transaction taxes : a note
Westerhoff, Frank H. - In: Review of economics 55 (2004) 2, pp. 190-195
Persistent link: https://www.econbiz.de/10002709509
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A simple model of a speculative housing market
Dieci, Roberto; Westerhoff, Frank H. - In: Journal of evolutionary economics : JEE 22 (2012) 2, pp. 303-329
Persistent link: https://www.econbiz.de/10009532066
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Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner; Westerhoff, Frank H. - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1193-1211
Persistent link: https://www.econbiz.de/10009655726
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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
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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
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Exchange rate dynamics, central bank interventions and chaos control methods
Wieland, Cristian; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 58 (2005) 1, pp. 117-132
Persistent link: https://www.econbiz.de/10003137733
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On the destabilizing nature of capital gains taxes
Dieci, Roberto; Gardini, Laura; Westerhoff, Frank H. - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013455191