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) (No.06-).

Bianconi, Ginestra, De Martino, Andrea, Ferreira, Felipe F. and Marsili, Matteo (2006) Multi-asset minority games. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.06-).

Bianconi, Ginestra, Galla, Tobias and Marsili, Matteo (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) (No.06-).

Bianconi, Ginestra and Marsili, Matteo (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) (No.06-).

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) (No.06-).

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) (No.06-).

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) (No.06-).

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) (No.06-).

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 (No.9).

De Martino, Andrea and Marsili, Matteo (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) (No.06-).

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) (No.06-).

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) (No.06-).

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) (No.06-).

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) (No.06-).

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) (No.06-).

Lux, Thomas (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) (No.06-).

Lux, Thomas 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) (No.06-).

Marsili, Matteo and Raffaelli, G. (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) (No.06-).

Raffaelli, G. and Marsili, Matteo (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) (No.06-).

Salmon, Mark H. 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) (No.06-).