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Converse trading strategies, intrinsic noise and the stylized facts of financial markets. (2012). Westerhoff, Frank ; Franke, Reiner.
In: Quantitative Finance.
RePEc:taf:quantf:v:12:y:2012:i:3:p:425-436.

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  1. Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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  2. Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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  3. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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  4. Housing markets, expectation formation and interest rates. (2019). Westerhoff, Frank ; Martin, Carolin ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:142.

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  5. Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model. (2019). Westerhoff, Frank ; Carolin, Martin ; Frank, Westerhoff .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:4:p:627-660:n:6.

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  6. Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:134.

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  7. Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market. (2018). Xu, Dinghai ; Wang, Donghua ; Ji, Jingru.
    In: Working Papers.
    RePEc:wat:wpaper:1806.

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  8. Some stylized facts of the cryptocurrency market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:55:p:5950-5965.

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  9. Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:270-280.

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  10. Modeling and Simulation of the Economics of Mining in the Bitcoin Market. (2016). Marchesi, Michele ; Cocco, Luisanna .
    In: Papers.
    RePEc:arx:papers:1605.01354.

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  11. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

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  12. Using an Artificial Financial Market for studying a Cryptocurrency Market. (2014). Marchesi, Michele ; Concas, Giulio ; Cocco, Luisanna .
    In: Papers.
    RePEc:arx:papers:1406.6496.

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  13. The bull and bear market model of Huang and Day: Some extensions and new results. (2013). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:11:p:2351-2370.

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  14. Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
    In: Computational Economics.
    RePEc:kap:compec:v:38:y:2011:i:3:p:329-347.

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