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Results: 103
Number of items: 103
  • Open Access
    in 't Veld, D. L. (2014). Complex systems in financial economics: Applications to interbank and stock markets. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Wolski, M. (2014). Essays in nonlinear dynamics in economics and econometrics with applications to monetary policy and banking. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Diks, C., Panchenko, V., Sokolinskiy, O., & van Dijk, D. (2013). Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support. (Tinbergen Institute Discucssion Papers; No. 13-061/III). Tinbergen Institute. http://www.tinbergen.nl/discussionpaper/?paper=2099
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2013). Partial Symbolic Transfer Entropy. (CeNDEF Working paper; No. 13-16). University of Amsterdam.
  • Diks, C., & Wolski, M. (2013). Nonlinear Granger Causality: Guidelines for Multivariate Analysis. (CeNDEF Working Papers; No. 13-15). Center for Nonlinear Dynamics in Economics and Econometrics (CeNDEF). http://www1.fee.uva.nl/cendef/publications/papers/paper.pdf
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2013). Bubbles and crashes in house prices under heterogeneous expectations. Universiteit van Amsterdam. http://www1.fee.uva.nl/cendef/upload/103/ham_houses.pdf
  • Vrugt, J. A., ter Braak, C. J. F., Diks, C. G. H., & Schoups, G. (2013). Hydrologic data assimilation using particle Markov chain Monte Carlo simulation: theory, concepts and applications. Advances in Water Resources, 51, 457-478. https://doi.org/10.1016/j.advwatres.2012.04.002
  • Diks, C., Hommes, C., & Zeppini, P. (2013). More memory under evolutionary learning may lead to chaos. Physica A : Statistical Mechanics and its Applications, 392(4), 808-812. https://doi.org/10.1016/j.physa.2012.10.045
  • Open Access
    Diks, C. (2013). Complexiteit en economie. (Oratiereeks). Vossiuspers UvA. http://www.oratiereeks.nl/upload/pdf/PDF-3198Weboratie_Diks_definitief.pdf
  • Open Access
    Wolski, M., & Diks, C. (2013). Data sharpening in practice: an application to nonlinear Granger causality. Aenorm, 21(79), 19-21. http://www.aenorm.nl/files/nlaenorm2012/file/article_pdfs/sne8c_Marcin%20online.pdf
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