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Publications by Frank Westerhoff

The Bull and Bear Market Model of Huang and Day: Some Extensions and New Results

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2013English

Stability and Welfare Effects of Profit Taxes Within an Evolutionary Market Interaction Model

Review of International Economics
DevelopmentPlanningGeography
2017English

Estimation of a Structural Stochastic Volatility Model of Asset Pricing

Computational Economics
Computer Science ApplicationsEconomicsEconometricsFinance
2010English

Piecewise-Linear Maps and Their Application to Financial Markets

Frontiers in Applied Mathematics and Statistics
Applied MathematicsStatisticsProbability
2016English

Some Effects of Transaction Taxes Under Different Microstructures

Journal of Economic Behavior and Organization
EconomicsEconometricsHuman Resource ManagementOrganizational Behavior
2009English

The Emergence ofBull and BearDynamics in a Nonlinear Model of Interacting Markets

Discrete Dynamics in Nature and Society
ModelingSimulation
2009English

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