CeNDEF Working Papers

From Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Dept. of Economics and Econometrics, Universiteit van Amsterdam, Roetersstraat 11, NL - 1018 WB Amsterdam, The Netherlands.
Contact information at EDIRC.
Bibliographic data for series maintained by Cees C.G. Diks ().

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02-05: Expectations and Bubbles in Asset Pricing Experiments

C.H. Hommes, J. Sonnemans, Jan Tuinstra and H. van de Velden

02-04: A Gevrey regular KAM theorem and the inverse approximation lemma

Florian Wagener

02-03: On the quasi-periodic d-fold degenerate bifurcation

Florian Wagener

02-02: Generalized Orthogonal GARCH. A Multivariate GARCH model

R. van der Weide

02-01: Location of investors and capitical flight

D.P.J. Botman and Cees Diks

01-06: Modeling the stylized facts in finance through simple nonlinear adaptive systems

C.H. Hommes

01-05: Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts

William Brock and C.H. Hommes

01-04: Endogenous Fluctuations in the Demand of Education

Michael Neugart and Jan Tuinstra

01-03: A dynamic model of endogenous interest group sizes and policymaking

V. Sadiraj, Jan Tuinstra and Frans van Winden

01-02: Tests for serial independence and linearity based on correlation integrals

Cees Diks and S. Manzan

01-01: Evolutionary Dynamics in Financial Markets With Many Trader Types

W.A. Brock, C.H. Hommes and Florian Wagener

00-13: Price adjustment in a model of monopolistic competition

Jan Tuinstra

00-12: On learning equilibria

Jan Tuinstra and Florian Wagener

00-11: Skiba Points and Heteroclinic Bifuration in the Shallow Lake System

Florian Wagener

00-10: Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models

H. Peter Boswijk, Dick van Dijk and Philip Hans Franses

00-09: Testing for a Unit Root with Near-Integrated Volatility

H. Peter Boswijk

00-08: Dimension estimations, stock returns and volatility clustering

Cees Diks

00-07: Redundancies in the Earth's climatological time series

Cees Diks and M. Mudelsee

00-06: Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets

H. Peter Boswijk, G.A.W. Griffioen and C.H. Hommes

00-05: Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets

C.H. Hommes and J. Barkley Rosser

00-04: Bifurcation Routes to Volatility Clustering

A. Gaunersdorfer, C.H. Hommes and Florian Wagener

00-03: Financial Markets as Nonlinear Adaptive Evolutionary Systems

C.H. Hommes

00-02: A Nonlinear Structural Model for Volatility Clustering

A. Gaunersdorfer and C.H. Hommes

00-01: On the dynamics of interest group formation and endogenous policymaking

V. Sadiraj, Jan Tuinstra and Frans van Winden

99-08: Dynamical Behavior of Agent Models

Cees Diks

99-07: Expectation Driven Price Volatility in an Experimental Cobweb Economy

C.H. Hommes, J. Sonnemans, Jan Tuinstra and H. van de Velden

99-06: The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation

J. Sonnemans, C.H. Hommes, Jan Tuinstra and H. van de Velden

99-05: Cobweb Dynamics under Bounded Rationality

C.H. Hommes

99-04: Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition

E. Droste, C.H. Hommes and Jan Tuinstra

99-03: Learning in Overlapping Generations Models

Jan Tuinstra

99-02: Consistent Testing for Serial Independence

Cees Diks

99-01: Complex Nonlinear Dynamics and Computational Methods

W.D. Dechert and C.H. Hommes