What is he best known for?
The fields of study he is best known for:
- Microeconomics
- Macroeconomics
- Mathematical analysis
Frank Westerhoff focuses on Microeconomics, Econometrics, Financial economics, Speculation and Capital asset pricing model.
His work deals with themes such as Enforcement, Tax evasion, Tobin tax and Trading strategy, which intersect with Microeconomics.
His study looks at the relationship between Econometrics and topics such as Exchange rate, which overlap with Nonlinear system.
His Financial economics research focuses on subjects like Complex dynamics, which are linked to Bifurcation analysis, Foreign exchange market, Market system and Random shocks.
His Speculation study combines topics in areas such as Commodity swap, Commodity, Monetary economics and Mean reversion.
In his research, Volatility clustering is intimately related to Stylized fact, which falls under the overarching field of Capital asset pricing model.
His most cited work include:
- The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach☆ (147 citations)
- Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (128 citations)
- Commodity markets, price limiters and speculative price dynamics (109 citations)
What are the main themes of his work throughout his whole career to date?
His scientific interests lie mostly in Econometrics, Speculation, Microeconomics, Monetary economics and Financial economics.
His Econometrics research includes elements of Stylized fact and Nonlinear system.
His Speculation course of study focuses on Asset and Bifurcation.
In his study, Business cycle and Measures of national income and output is strongly linked to Expectation formation, which falls under the umbrella field of Microeconomics.
His study in the fields of Exchange rate, Foreign exchange, Interest rate parity and Central bank under the domain of Monetary economics overlaps with other disciplines such as Psychological intervention.
The various areas that he examines in his Financial economics study include Market liquidity, Limit price and Commodity.
He most often published in these fields:
- Econometrics (35.23%)
- Speculation (27.27%)
- Microeconomics (23.86%)
What were the highlights of his more recent work (between 2016-2021)?
- Econometrics (35.23%)
- Speculation (27.27%)
- Market model (7.39%)
In recent papers he was focusing on the following fields of study:
The scientist’s investigation covers issues in Econometrics, Speculation, Market model, Microeconomics and Stylized fact.
His research in Econometrics focuses on subjects like Technical analysis, which are connected to Distortion.
His studies deal with areas such as Financial economics and Asset as well as Speculation.
Frank Westerhoff has included themes like Robustness and Method of simulated moments in his Financial economics study.
The concepts of his Microeconomics study are interwoven with issues in Welfare and Nonlinear system.
His Stylized fact study combines topics from a wide range of disciplines, such as Volatility, Probabilistic logic, Volatility clustering and Contrarian.
Between 2016 and 2021, his most popular works were:
- Herding behaviour and volatility clustering in financial markets (21 citations)
- Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models (18 citations)
- TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS (17 citations)
In his most recent research, the most cited papers focused on:
- Macroeconomics
- Microeconomics
- Mathematical analysis
Frank Westerhoff spends much of his time researching Econometrics, Speculation, Volatility, Microeconomics and Stylized fact.
His work on Discrete choice as part of his general Econometrics study is frequently connected to Binary decision diagram and Animal spirits, thereby bridging the divide between different branches of science.
His research in Speculation intersects with topics in Financial economics and Technical analysis.
Frank Westerhoff combines subjects such as Market risk, Short run and Mean reversion with his study of Volatility.
The study incorporates disciplines such as Proportional tax and Nonlinear system in addition to Microeconomics.
His Stylized fact study incorporates themes from Volatility clustering and Monetary economics.
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