Working papers 2006
Bekiros, S.,Georgoutsos, D.,
Estimating the Correlation of
International Equity Markets with Multivariate Extreme and Garch models
CeNDEF Working paper 06-17 University of Amsterdam
Bekiros, S.,Georgoutsos, D.,
“Direction-of-Change Forecasting
using a Volatility- Based Recurrent Neural Network”
CeNDEF Working paper 06-16 University of Amsterdam
Diks, C.G.H.,Hommes, C.H.,Panchenko, V.,Weide, R. van der,
E&F Chaos: a user friendly software package
for nonlinear economic dynamics
CeNDEF Working paper 06-15 University of Amsterdam
Diks, C.G.H.,Panchenko, V.,
Rank-based entropy tests for serial
independence
CeNDEF Working paper 06-14 University of Amsterdam
Boswijk, H.P.,Weide, R. van der,
Wake me up before you GO-GARCH
CeNDEF Working paper 06-13 University of Amsterdam
Brock, W.A.,Hommes, C.H.,Wagener, F.O.O.,
More hedging instruments may destabilize
markets
CeNDEF Working paper 06-12 University of Amsterdam
Diks, C.G.H.,Dindo, P.D.E.,
Informational differences and learning in an asset
market with boundedly rational agents
CeNDEF Working paper 06-11 University of Amsterdam
Dindo, P.D.E.,Tuinstra, J.,
A Behavioral Model for Participation
Games with Negative Feedback
CeNDEF Working paper 06-10 University of Amsterdam
Goppelsroeder, M.,Schinkel, M.P.,Tuinstra, J.,
Quantifying the Scope for Efficiency
Defense in Merger Control: The Werden-Froeb-Index
CeNDEF Working paper 06-09 University of Amsterdam
Commendatore, P.,Kubin, I.,
Taxation on Agglomeration
CeNDEF Working paper 06-08 University of Amsterdam
Dockner, E.J.,Wagener, F.O.O.,
Markov-Perfect Nash Equilibria in Models
With a Single Capital Stock
CeNDEF Working paper 06-07 University of Amsterdam
Saleh, K.,Wagener, F.O.O.,
Semi-global analysis of periodic and
quasi-periodic k:1 and k:2 resonances
CeNDEF Working paper 06-06 University of Amsterdam
Heemeijer, P.,Hommes, C.H.,Sonnemans, J.,Tuinstra, J.,
Price Stability and Volatility in Markets with
Positive and Negative Expectations Feedback: An Experimental
Investigation
CeNDEF Working paper 06-05 University of Amsterdam
Diks, C.G.H.,Wagener, F.O.O.,
A weak bifurcation theory for discrete time
stochastic dynamical systems
CeNDEF Working paper 06-04 University of Amsterdam
Anufriev, M.,Dindo, P.D.E.,
Equilibrium Return and Agents' Survival in a
Multiperiod Asset Market: Analytic Support of a Simulation Model
CeNDEF Working paper 06-03 University of Amsterdam
Anufriev, M.,Bottazzi, G.,
Price and Wealth Dynamics in a Speculative Market
with Generic Procedurally Rational Traders
CeNDEF Working paper 06-02 University of Amsterdam
Hommes, C.H.,
Interacting agents in finance, entry written for
the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and
S. Durlauf, Palgrave Macmillan, forthcoming 2006.
CeNDEF Working paper 06-01 University of Amsterdam