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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Hommes, Cars H."
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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Hommes, Cars H.
McAleer, Michael
50
Koopman, Siem Jan
41
Lucas, André
22
Bos, Charles S.
20
Chang, Chia-Lin
20
Dijk, Dick van
16
Dijk, Herman K. van
14
Allen, David E.
9
Blasques, Francisco
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Sluis, Pieter J. van der
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Wijnbergen, Sweder van
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Asai, Manabu
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Wel, Michel van der
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Hoogerheide, Lennart
5
Kleibergen, Frank
5
Mahieu, Ronald J.
5
Scharth, Marcel
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Vries, Casper G. de
5
Anglingkusumo, Reza
4
Creal, Drew
4
Daníelsson, Jón
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Diks, Cees G. H.
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Groen, Jan J. J.
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Lord, Roger
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Moraleda Novo, Juan Manuel
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Ooms, Marius
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Carnero, M. Angeles
3
Gil-Alaña, Luis A.
3
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Discussion paper / Tinbergen Institute
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of economic behavior & organization : JEBO
1
Journal of economic theory
1
Long memory in economics : with 50 tables
1
Tinbergen Institute Discussion Paper
1
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
1
Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science
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Working paper / Social Systems Research Institute, University of Wisconsin-Madison
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ECONIS (ZBW)
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Learning in cobweb experiments
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
-
2003
measured by the variance is significantly larger than the amplitude under RE, implying persistent excess
volatility
. However …
Persistent link: https://www.econbiz.de/10011333266
Saved in:
2
Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H.
-
2001
. The evolutionarymodel explains stylized facts, such as fat tails,
volatility
clustering and long memory, of real financial …
Persistent link: https://www.econbiz.de/10011313923
Saved in:
3
Bifurcation routes to
volatility
clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
;
Wagener, …
-
2000
, with technical analysts conditioning their forecastingrule upon deviations from a benchmark fundamental.
Volatility
…
Persistent link: https://www.econbiz.de/10011313936
Saved in:
4
Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H.
-
2000
Persistent link: https://www.econbiz.de/10001554477
Saved in:
5
Bifurcation routes to
volatility
clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
;
Wagener, …
-
2000
Persistent link: https://www.econbiz.de/10001554484
Saved in:
6
Behavioral learning equilibria
Hommes, Cars H.
;
Zhu, Mei
-
2013
Persistent link: https://www.econbiz.de/10010191433
Saved in:
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