Working papers 2002

Manzan, S.,Westerhoff, F., 
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability
CeNDEF Working paper 02-14 University of Amsterdam

Manzan, S.,Westerhoff, F.,
Representativeness of News and Exchange Rate Dynamics
CeNDEF Working paper 02-13 University of Amsterdam

Manzan, S.,
Model Selection for Nonlinear Time Series
CeNDEF Working paper 02-12 University of Amsterdam

Diks, C.G.H.,Weide, R. van der,
Continuous Beliefs Dynamics
CeNDEF Working paper 02-11 University of Amsterdam

Brock, W.A.,Hommes, C.H.,Wagener, F.O.O.,
Evolutionary dynamics in markets with many trader types
CeNDEF Working paper 02-10 University of Amsterdam

Diks, C.G.H.,
Detecting serial dependence in tail events: A test dual to BDS test
CeNDEF Working paper 02-09 University of Amsterdam

Hommes, C.H.,Huang, H.,Wang, D.,
A Robust Rational Route to in a Simple Asset Pricing Model (revised March 2004)
CeNDEF Working paper 02-08 University of Amsterdam

Hommes, C.H.,Sonnemans, J.,Tuinstra, J.,Velden, H. van de,
Coordination of Expectations in Asset Pricing Experiments (Revised June 2003)
CeNDEF Working paper 02-07 University of Amsterdam

Hommes, C.H.,Sonnemans, J.,Tuinstra, J.,Velden, H. van de,
Learning in Coweb Experiments
CeNDEF Working paper 02-06 University of Amsterdam

Hommes, C.H.,Sonnemans, J.,Tuinstra, J.,Velden, H. van de,
Expectations and Bubbles in Asset Pricing Experiments
CeNDEF Working paper 02-05 University of Amsterdam

Wagener, F.O.O.,
A Gevrey regular KAM theorem and the inverse approximation lemma
CeNDEF Working paper 02-04 University of Amsterdam

Wagener, F.O.O.,
On the quasi-periodic d-fold degenerate bifurcation
CeNDEF Working paper 02-03 University of Amsterdam

Weide, R. van der,
Generalized Orthogonal GARCH. A Multivariate GARCH model
CeNDEF Working paper 02-02 University of Amsterdam

Botman, D.P.J.,Diks, C.G.H.,
Location of Investors and Capital Flight
CeNDEF Working paper 02-01 University of Amsterdam

Published by  ASE-RI

CeNDEF

5 December 2014