A

Alfarano, Simone and Franke, Reiner (2007) A simple asymmetric herding model to distinguish between stock and foreign exchange markets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Alfarano, Simone and Milaković, Mishael (2007) Should network structure matter in agent-based finance? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Anufriev, Mikhail and Dindo, Pietro (2007) Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

D

Demary, Markus (2007) Who do currency transaction taxes harm more: short-term speculators or long-term investors? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Demary, Markus (2007) A heterogenous agents model usable for the analysis of currency transaction taxes. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Diks, Cees and Dindo, Pietro (2007) Informational differences and learning in an asset market with boundedly rational agents. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

F

Franke, Reiner (2007) Estimation of a microfounded herding model on German survey expectations. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Franke, Reiner (2007) A prototype model of speculative dynamics with position-based trading. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

L

Liu, Ruipeng, Di Matteo, T. and Lux, Thomas, 1962- (2007) True and apparent scaling: the proximity of the markov- switching multifractal model to long-range dependence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Lux, Thomas, 1962- (2007) Application of statistical physics in finance and economics. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Lux, Thomas, 1962- (2007) Collective opinion formation in a business climate survey. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Lux, Thomas, 1962- (2007) Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).

Y

Yusupov, Timur and Lux, Thomas, 1962- (2007) The efficient market hypothesis through the eyes of an artificial technical analyst: an application of a new chartist methodology to high-frequency stock market data. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. (Working papers (Warwick Business School. Financial Econometrics Research Centre).