Frank H. Westerhoff: search on Z-Library

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1

Herding behaviour and volatility clustering in financial markets

Schmitt, Noemi, Westerhoff, Frank

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 1.79 MB

english, 2017

2

TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS

WESTERHOFF, FRANK H.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2006

Language:

english

File:

PDF, 355 KB

english, 2006

3

Converse trading strategies, intrinsic noise and the stylized facts of financial markets

Westerhoff, Frank, Franke, Reiner

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 1.26 MB

english, 2012

4

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

Stefan Reitz, Frank Westerhoff

Journal:

Empirical Economics

Year:

2007

Language:

english

File:

PDF, 227 KB

english, 2007

5

A behavioral cobweb-like commodity market model with heterogeneous speculators

Frank Westerhoff, Cristian Wieland

Journal:

Economic Modelling

Year:

2010

Language:

english

File:

PDF, 457 KB

english, 2010

6

Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation

Franke, Reiner, Westerhoff, Frank

Journal:

Journal of Economic Interaction and Coordination

Year:

2016

Language:

english

File:

PDF, 1.45 MB

english, 2016

7

Stability analysis of a cobweb model with market interactions

Roberto Dieci, Frank Westerhoff

Journal:

Applied Mathematics and Computation

Year:

2009

Language:

english

File:

PDF, 1.12 MB

english, 2009

8

MARKET DEPTH AND PRICE DYNAMICS: A NOTE

WESTERHOFF, FRANK H.

Journal:

International Journal of Modern Physics C

Year:

2004

Language:

english

File:

PDF, 723 KB

english, 2004

9

End-of-Life Heavy Metal Releases from Photovoltaic Panels and Quantum Dot Films: Hazardous Waste Concerns or Not?

Brown, Frank C., Bi, Yuqiang, Chopra, Shauhrat S., Hristovski, Kiril D., Westerhoff, Paul, Theis, Thomas L.

Journal:

ACS Sustainable Chemistry & Engineering

Year:

2018

Language:

english

File:

PDF, 309 KB

english, 2018

10

Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling

Westerhoff, Frank

Journal:

Jahrbücher für Nationalökonomie und Statistik

Year:

2019

Language:

english

File:

PDF, 1.88 MB

english, 2019

11

Structural stochastic volatility in asset pricing dynamics: Estimation and model contest

Reiner Franke, Frank Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Language:

english

File:

PDF, 738 KB

english, 2012

12

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

Westerhoff, Frank H.

Journal:

Applied Economics Letters

Year:

2008

Language:

english

File:

PDF, 266 KB

english, 2008

13

Samuelson's multiplier–accelerator model revisited

Westerhoff, Frank H.

Journal:

Applied Economics Letters

Year:

2006

Language:

english

File:

PDF, 112 KB

english, 2006

14

Market-maker, inventory control and foreign exchange dynamics

Westerhoff, Frank H

Journal:

Quantitative Finance

Year:

2003

Language:

english

File:

PDF, 125 KB

english, 2003

15

The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies

Westerhoff, Frank H.

Journal:

Jahrbücher für Nationalökonomie und Statistik

Year:

2008

Language:

english

File:

PDF, 1.26 MB

english, 2008

16

Steady states, stability and bifurcations in multi-asset market models

Dieci, Roberto, Schmitt, Noemi, Westerhoff, Frank

Journal:

Decisions in Economics and Finance

Year:

2018

Language:

english

File:

PDF, 1.17 MB

english, 2018

17

Representativeness of news and exchange rate dynamics

Sebastiano Manzan, Frank Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2005

Language:

english

File:

PDF, 379 KB

english, 2005

18

Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations

Marji Lines, Frank Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 480 KB

english, 2010

19

Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates

Roberto Dieci, Frank Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 1.29 MB

english, 2010

20

Greed, fear and stock market dynamics

Frank H. Westerhoff

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2004

Language:

english

File:

PDF, 354 KB

english, 2004

21

Speculative markets and the effectiveness of price limits

Frank Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2003

Language:

english

File:

PDF, 539 KB

english, 2003

22

Heterogeneous traders and the Tobin tax

Frank Westerhoff

Journal:

Journal of Evolutionary Economics

Year:

2003

Language:

english

File:

PDF, 327 KB

english, 2003

23

A note on interactions-driven business cycles

Frank Westerhoff, Martin Hohnisch

Journal:

Journal of Economic Interaction and Coordination

Year:

2007

Language:

english

File:

PDF, 206 KB

english, 2007

24

Analysing tax evasion dynamics via the Ising model

Georg Zaklan, Frank Westerhoff, Dietrich Stauffer

Journal:

Journal of Economic Interaction and Coordination

Year:

2009

Language:

english

File:

PDF, 580 KB

english, 2009

25

Controlling tax evasion fluctuations

Georg Zaklan, F.W.S. Lima, Frank Westerhoff

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2008

Language:

english

File:

PDF, 1.03 MB

english, 2008

26

Speculative Behavior and Asset Price Dynamics

Frank Westerhoff

Journal:

Nonlinear Dynamics, Psychology, and Life Sciences

Year:

2003

Language:

english

File:

PDF, 522 KB

english, 2003

27

Exchange rate dynamics, central bank interventions and chaos control methods

Cristian Wieland, Frank H. Westerhoff

Journal:

Journal of Economic Behavior & Organization

Year:

2005

Language:

english

File:

PDF, 538 KB

english, 2005

28

THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS

EHRENSTEIN, GUDRUN, WESTERHOFF, FRANK

Journal:

International Journal of Modern Physics C

Year:

2006

Language:

english

File:

PDF, 198 KB

english, 2006

29

BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC

WESTERHOFF, FRANK

Journal:

International Journal of Theoretical and Applied Finance

Year:

2003

Language:

english

File:

PDF, 392 KB

english, 2003

30

Inter-level relations in computer science, biology, and psychology

Boogerd, Fred, Bruggeman, Frank, Jonker, Catholijn, de Jong, Huib Looren, Tamminga, Allard, Treur, Jan, Westerhoff, Hans, Wijngaards, Wouter

Journal:

Philosophical Psychology

Year:

2002

Language:

english

File:

PDF, 117 KB

english, 2002

31

Managing rational routes to randomness

Schmitt, Noemi, Westerhoff, Frank

Journal:

Journal of Economic Behavior & Organization

Year:

2015

Language:

english

File:

PDF, 2.35 MB

english, 2015

32

Symmetry breaking in a bull and bear financial market model

Sushko, Iryna, Tramontana, Fabio, Westerhoff, Frank, Avrutin, Viktor

Journal:

Chaos, Solitons & Fractals

Year:

2015

Language:

english

File:

PDF, 5.28 MB

english, 2015

33

Analysis of Lithium-Ion Battery Models Based on Electrochemical Impedance Spectroscopy

Westerhoff, Uwe, Kurbach, Kerstin, Lienesch, Frank, Kurrat, Michael

Journal:

Energy Technology

Year:

2016

Language:

english

File:

PDF, 2.45 MB

english, 2016

34

On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations

Schmitt, Noemi, Westerhoff, Frank

Journal:

Journal of Economic Dynamics and Control

Year:

2017

Language:

english

File:

PDF, 2.36 MB

english, 2017

35

Heterogeneous speculators and stock market dynamics: a simple agent-based computational model

Schmitt, Noemi, Schwartz, Ivonne, Westerhoff, Frank

Journal:

European Journal of Finance

Year:

2020

File:

PDF, 3.53 MB

2020

36

Attractive models: how to make the silicon cell relevant and dynamic

Hans V. Westerhoff, Frank Bruggeman, Jan-Hendrik S. Hofmeyr, Jacky L. Snoep

Journal:

Comparative and Functional Genomics

Year:

2003

Language:

english

File:

PDF, 73 KB

english, 2003

37

Modular Response Analysis of Cellular Regulatory Networks

FRANK J. BRUGGEMAN, HANS V. WESTERHOFF, JAN B. HOEK, BORIS N. KHOLODENKO

Journal:

Journal of Theoretical Biology

Year:

2002

Language:

english

File:

PDF, 246 KB

english, 2002

38

Cancer: A Systems Biology disease

Jorrit J. Hornberg, Frank J. Bruggeman, Hans V. Westerhoff, Jan Lankelma

Journal:

Year:

2006

Language:

english

File:

PDF, 308 KB

english, 2006

39

Towards building the silicon cell: A modular approach

Jacky L. Snoep, Frank Bruggeman, Brett G. Olivier, Hans V. Westerhoff

Journal:

Year:

2006

Language:

english

File:

PDF, 237 KB

english, 2006

40

Regulating complex dynamics in firms and economic systems

Michael Kopel, Frank Westerhoff, Cristian Wieland

Journal:

Chaos, Solitons & Fractals

Year:

2008

Language:

english

File:

PDF, 165 KB

english, 2008

41

Commodity markets, price limiters and speculative price dynamics

Xue-Zhong He, Frank H. Westerhoff

Journal:

Journal of Economic Dynamics and Control

Year:

2005

Language:

english

File:

PDF, 374 KB

english, 2005

42

The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach

Frank H. Westerhoff, Roberto Dieci

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 692 KB

english, 2006

43

Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market

Frank Westerhoff, Stefan Reitz

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2005

Language:

english

File:

PDF, 209 KB

english, 2005

44

Triggering crashes in chaotic dynamics

Frank M. Hilker, Frank H. Westerhoff

Journal:

Physics Letters A

Year:

2007

Language:

english

File:

PDF, 212 KB

english, 2007

45

Comparative systems biology: from bacteria to man

Bas Teusink, Hans V. Westerhoff, Frank J. Bruggeman

Journal:

Wiley Interdisciplinary Reviews: Systems Biology and Medicine

Year:

2010

Language:

english

File:

PDF, 1.14 MB

english, 2010

46

Systems biology towards life in silico: mathematics of the control of living cells

Hans V. Westerhoff, Alexey Kolodkin, Riaan Conradie, Stephen J. Wilkinson, Frank J. Bruggeman, Klaas Krab, Jan H. van Schuppen, Hanna Hardin, Barbara M. Bakker, Martijn J. Moné, Katja N. Rybakova, Mar

Journal:

Journal of Mathematical Biology

Year:

2009

Language:

english

File:

PDF, 331 KB

english, 2009

47

Estimation of a Structural Stochastic Volatility Model of Asset Pricing

Reiner Franke, Frank Westerhoff

Journal:

Computational Economics

Year:

2011

Language:

english

File:

PDF, 942 KB

english, 2011

48

Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map

Fabio Tramontana, Laura Gardini, Frank Westerhoff

Journal:

Computational Economics

Year:

2011

Language:

english

File:

PDF, 739 KB

english, 2011

49

Principles behind the multifarious control of signal transduction : ERK phosphorylation and kinase/phosphatase control

Jorrit J. Hornberg, Frank J. Bruggeman, Bernd Binder, Christian R. Geest, A. J. Marjolein Bij de Vaate, Jan Lankelma, Reinhart Heinrich, Hans V. Westerhoff

Journal:

Year:

2005

Language:

english

File:

PDF, 348 KB

english, 2005

50

Ecological control analysis: being(s) in control of mass flux and metabolite concentrations in anaerobic degradation processes

Wilfred F. M. Röling, Boris M. Van Breukelen, Frank J. Bruggeman, Hans V. Westerhoff

Journal:

Environmental Microbiology

Year:

2007

Language:

english

File:

PDF, 349 KB

english, 2007