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Results: 17
Number of items: 17
  • Open Access
    Derksen, M., Kleijn, B., & de Vilder, R. (2022). Heavy tailed distributions in closing auctions. Physica A: Statistical Mechanics and its Applications, 593, Article 126959. https://doi.org/10.1016/j.physa.2022.126959
  • Open Access
    Derksen, M. J. M. (2021). Price formation in call auctions. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Derksen, M., Kleijn, B., & de Vilder, R. (2020). Clearing price distributions in call auctions. Quantitative Finance, 20(9), 1475-1493. https://doi.org/10.1080/14697688.2020.1744699
  • Gardini, L., Hommes, C., Tramontana, F., & de Vilder, R. (2009). Forward and backward dynamics in implicitly defined overlapping generations models. Journal of Economic Behavior & Organization, 71(2), 110-129. https://doi.org/10.1016/j.jebo.2008.09.010
  • Open Access
    Gardini, L., Hommes, C., Tramontana, F., & de Vilder, R. (2009). Forward and backward dynamics in implicitly defined overlapping generations models. (CeNDEF Working Paper; No. 09-02). Universiteit van Amsterdam. http://www1.fee.uva.nl/cendef/publications/papers/GHTdV_0902.pdf
  • Open Access
    Visser, M. P. (2009). Volatility proxies and GARCH models. [Thesis, fully internal, Universiteit van Amsterdam].
  • Peters, R. T., & de Vilder, R. G. (2006). Testing the Continuous Semimartingale Hypothesis for the S&P 500. Journal of Business & Economic Statistics, 24(4), 444-454. https://doi.org/10.1198/073500106000000341
  • Open Access
    Peters, R. T. (2004). Financial Time and Volatility. [Thesis, fully internal, Universiteit van Amsterdam].
  • Homburg, A. J., de Vilder, R. G., & Sands, D. (2003). Computing invariant sets. International Journal of Bifurcation and Chaos, 13(2), 497-504. https://doi.org/10.1142/S0218127403006674
  • Pintus, P., Sands, D., & de Vilder, R. G. (2000). On the transition from local regular to global irregular fluctuations. Journal of Economic Dynamics & Control, 24, 247-27. https://doi.org/10.1016/S0165-1889(98)00071-2
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