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Items where Department is "Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre"
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Number of items: 8.
Journal Article
Kozhan, Roman and Salmon, Mark H. (2008) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. Journal of Economic Dynamics and Control, Vol.33 (No.5). pp. 1106-1122. doi:10.1016/j.jedc.2008.11.008 ISSN 0165-1889.
Working or Discussion Paper
Curty, Philippe and Marsili, Matteo (2008) Phase coexistence in a forecasting game. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Warwick Business School, Financial Econometrics Research Centre (No.05-).
Dias, Alexandra (2008) Semi-parametric estimation of joint large movements of risky assets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Franke, Reiner (2008) A short note on the problematic concept of excess demand in asset pricing models with mean-variance optimization. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Kozhan, Roman (2008) Non-additive anonymous games. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Kozhan, Roman and Pál, Rozália (2008) Firms' investment under financial constraints: a Euro area investigation. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Kozhan, Roman and Salmon, Mark H. (2008) On uncertainty, market timing and the predictability of tick by tick exchange rates. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Lux, Thomas (2008) Stochastic behavioral asset pricing models and the stylized facts. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).