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

Published by  ASE-RI

CeNDEF

28 November 2014