Working or Discussion Paper

Anufriev, Mikhail and Bottazzi, Giulio (2006) Price and wealth dynamics in a speculative market with generic procedurally rational traders. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bianconi, Ginestra, De Martino, Andrea, Ferreira, Felipe F. and Marsili, Matteo, 1966- (2006) Multi-asset minority games. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bianconi, Ginestra, Galla, Tobias and Marsili, Matteo, 1966- (2006) Effects of Tobin taxes in minority game markets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bianconi, Ginestra and Marsili, Matteo, 1966- (2006) Effects of degree correlations on the loop structure of scale free networks. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Bianconi, Ginestra and Mulet, R. (2006) On the flexibility of complex systems. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Brock, William A., Hommes, Carsien Harm and Wagener, Florian O. O. (2006) More hedging instruments may destabilize markets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Chu, Ba M. and Hwang, Soosung (2006) The asymptotic properties of AR(1) process with the occasionally changing AR coefficient. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Chu, Ba M. and Hwang, Soosung (2006) A asymptotics of stationary and nonstationary AR(1) processes with multiple structural breaks in mean. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Chu, Ba M., Knight, John L. and Satchell, S. (Stephen) (2006) Optimal long term investment in a jump diffusion setting : a large deviation approach. Working Paper. University of Warwick: Warwick Business School Financial Econometrics Research Centre. (Working Papers Series, Vol.2006).

De Martino, Andrea and Marsili, Matteo, 1966- (2006) Statistical mechanics of socio-economic systems with heterogeneous agents. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Demary, Markus (2006) Transaction taxes, traders’ behavior and exchange rate risks. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Diks, Cees and Wagener, Florian O. O. (2006) A weak bifucation theory for discrete time stochastic dynamical systems. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Dindo, Pietro and Tuinstra, Jan (2006) A behavioral model for participation games with negative feedback. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Heemeijer, Peter, Hommes, Carsien Harm, Sonnemans, Joep and Tuinstra, Jan (2006) Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Kozhan, Roman (2006) Multiple priors and no-transaction region. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Lux, Thomas, 1962- (2006) The Markov-switching multifractal model of asset returns: GMM estimation and linear forecasting of volatility. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Lux, Thomas, 1962- and Kaizoji, Taisei (2006) Forecasting volatility and volume in the Tokyo Stock Market: long memory, fractality and regime switching. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Marsili, Matteo, 1966- and Raffaelli, G. (Giacomo) (2006) Risk bubbles and market instability. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Raffaelli, G. (Giacomo) and Marsili, Matteo, 1966- (2006) Dynamic instability in a phenomenological model of correlated assets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Salmon, Mark H. (Mark Howard), 1949- and Schleicher, Christoph (2006) Pricing multivariate currency options with copulas. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).