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.

Kozhan, Roman and Zarichnyi, Michael (2008) Nash equilibria for games in capacities. Economic Theory, Vol.35 (No.2). pp. 321-331. doi:10.1007/s00199-007-0241-8 ISSN 0938-2259.

Nolte, Ingmar (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. doi:10.1093/jjfinec/nbm020 ISSN 1479-8409.

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-).