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European journal of operational research : EJOR
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CESifo Working Paper Series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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50
Research in experimental economics : a research annual
48
CESifo Working Paper
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Showing
11
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11
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:
12
On the investment-uncertainty relationship in a real option model with stochastic
volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
;
Wang, …
- In:
Mathematical social sciences
66
(
2013
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009751763
Saved in:
13
Limiting experiments for panel-data and jump-diffusion models
Gaia Becheri, Irene
-
2012
This work concerns the
theory
of limiting experiments and its use in econometrics. In Chapter 2, we consider jump …
Persistent link: https://www.econbiz.de/10009733173
Saved in:
14
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic
volatility
on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
15
Learning to lead in a volatile and uncertain world : making experience really matter
Bunker, Kerry
;
Gechman, Art
;
Rush, Jim
- In:
Business strategy series
13
(
2012
)
6
,
pp. 288-294
Persistent link: https://www.econbiz.de/10009686059
Saved in:
16
Off-floor trading, market disintegration and price
volatility
in bid/ask markets
Smith, Vernon L.
;
VanBoening, Mark Virgil
-
2008
Persistent link: https://www.econbiz.de/10003749713
Saved in:
17
Financial fragility and scaling distributions in the laboratory
Devetag, Giovanna
;
Gaffeo, Edoardo
;
Gallegati, Mauro
; …
- In:
The complex networks of economic interactions : essays …
,
(pp. 61-76)
.
2005
Persistent link: https://www.econbiz.de/10003253888
Saved in:
18
What's causing overreaction? : An experimental investigation of recency and the hot-hand effect
Offerman, Theo
;
Sonnemans, Joep
- In:
The Scandinavian journal of economics
106
(
2004
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10002446366
Saved in:
19
Do speculative stock lower prices and increase
volatility
of value stocks?
Caginalp, Gunduz
;
Ilieva, Vladimira A.
;
Porter, David P.
; …
- In:
Journal of psychology and financial markets : a …
3
(
2002
)
2
,
pp. 118-132
Persistent link: https://www.econbiz.de/10001762138
Saved in:
20
Discrimination price auctions in electricity markets : low
volatility
at the expense of high price levels
Rassenti, Stephen J.
;
Smith, Vernon L.
;
Wilson, Bart J.
- In:
Journal of regulatory economics
23
(
2003
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10001747344
Saved in:
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