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Content
2002
- 02-06 Learning in Coweb Experiments
by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de
- 02-05 Expectations and Bubbles in Asset Pricing Experiments
by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de
- 02-04 A Gevrey regular KAM theorem and the inverse approximation lemma
by Wagener, F.O.O.
- 02-03 On the quasi-periodic d-fold degenerate bifurcation
by Wagener, F.O.O.
- 02-02 Generalized Orthogonal GARCH. A Multivariate GARCH model
by Weide, R. van der
- 02-01 Location of investors and capitical flight
by Botman, D.P.J. & Diks, C.G.H.
2001
- 01-06 Modeling the stylized facts in finance through simple nonlinear adaptive systems
by Hommes, C.H.
- 01-05 Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts
by Brock, W.A. & Hommes, C.H.
- 01-04 Endogenous Fluctuations in the Demand of Education
by Neugart, M. & Tuinstra, J.
- 01-03 A dynamic model of endogenous interest group sizes and policymaking
by Sadiraj, V. & Tuinstra, J. & Winden, F. van
- 01-02 Tests for serial independence and linearity based on correlation integrals
by Diks, C.G.H. & Manzan, S.
- 01-01 Evolutionary Dynamics in Financial Markets With Many Trader Types
by Brock, W.A. & Hommes, C.H. & Wagener, F.O.O.
2000
- 00-13 Price adjustment in a model of monopolistic competition
by Tuinstra, J.
- 00-12 On learning equilibria
by Tuinstra, J. & Wagener, F.O.O.
- 00-11 Skiba Points and Heteroclinic Bifuration in the Shallow Lake System
by Wagener, F.O.O.
- 00-10 Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models
by Boswijk, H.P. & van Dijk, D. & Franses, P.H.
- 00-09 Testing for a Unit Root with Near-Integrated Volatility
by Boswijk, H.P.
- 00-08 Dimension estimations, stock returns and volatility clustering
by Diks, C.G.H.
- 00-07 Redundancies in the Earth's climatological time series
by Diks, C.G.H. & Mudelsee, M.
- 00-06 Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets
by Boswijk, H.P. & Griffioen, G.A.W. & Hommes, C.H.
- 00-05 Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets
by Hommes, C.H. & Rosser, B.J., Jr.
- 00-04 Bifurcation Routes to Volatility Clustering
by Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O.
- 00-03 Financial Markets as Nonlinear Adaptive Evolutionary Systems
by Hommes, C.H.
- 00-02 A Nonlinear Structural Model for Volatility Clustering
by Gaunersdorfer, A. & Hommes, C.H.
- 00-01 On the dynamics of interest group formation and endogenous policymaking
by Sadiraj, V. & Tuinstra, J. & van Winden, F.
1999
- 99-08 Dynamical Behavior of Agent Models
by Diks, C.G.H.
- 99-07 Expectation Driven Price Volatility in an Experimental Cobweb Economy
by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & van de Velden, H.
- 99-06 The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation
by Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H.
- 99-05 Cobweb Dynamics under Bounded Rationality
by Hommes, C.H.
- 99-04 Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition
by Droste, E. & Hommes, C.H. & Tuinstra, J.
- 99-03 Learning in Overlapping Generations Models
by Tuinstra, J.
- 99-02 Consistent Testing for Serial Independence
by Diks, C.G.H.
- 99-01 Complex Nonlinear Dynamics and Computational Methods
by Dechert, W.D. & Hommes, C.H.
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