Concepedia

Reiner Franke

RF

46

Publications

1.6K

Citations

22

H-Index

1988

Active since

Affiliations

Christian-Albrechts-Universität zu Kiel(Current)

University of Bremen

University of Bamberg

Bielefeld University

Reiner Franke is an author at Christian-Albrechts-Universität zu Kiel specializing in economics, business, and finance.

Top concepts

BusinessEconomicsFinanceMacroeconomicsEconomic AnalysisAsset PricingFinancial EconomicsEconometricsFinancial EngineeringStatistics

Publications per year

1988–2020

46

Publications

46

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

Reiner Franke, Frank Westerhoff · Journal of Economic Dynamics and Control · 2012 · 228 citations

Empirical Finance, Asset Pricing Dynamics, Volatility Modeling +12

Foundations for a Disequilibrium Theory of the Business Cycle

Carl Chiarella, Peter Flaschel, Reiner Franke · Cambridge University Press eBooks · 2005 · 131 citations

Economics, Monetary Policy, Macroeconomics +10

Applying the method of simulated moments to estimate a small agent-based asset pricing model

Reiner Franke · Journal of Empirical Finance · 2009 · 107 citations

Economics, Computational Finance, Asset Pricing +9

Estimation of a Structural Stochastic Volatility Model of Asset Pricing

Reiner Franke, Frank Westerhoff · Computational Economics · 2010 · 85 citations

Economics, Multivariate Stochastic Volatility, Financial Economics +10

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

Reiner Franke, Frank Westerhoff · Journal of Economic Interaction and Coordination · 2014 · 78 citations

Econophysics, Economics, Financial Economics +14

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