Search Results - "Vilder, R. de"

Clearing price distributions in call auctions by Derksen, M., Kleijn, B., de Vilder, R.

“…We propose a model for price formation in financial markets based on the clearing of a standard call auction with random orders, and verify its validity for…”
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Business–Cycle Models and the Dangers of Linearizing by Kozlovski, O., Pintus, P., Strien, S. van, Vilder, R. de

“…This paper studies the consequences of linearizing nonlinear business-cycle models near their interior steady state. It is shown that dynamic objects, created…”
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Heavy tailed distributions in closing auctions by Derksen, M., Kleijn, B., de Vilder, R.

“…We study the tails of closing auction return distributions for a sample of liquid European stocks. We use the stochastic call auction model of Derksen et al…”
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On the transition from local regular to global irregular fluctuations by Pintus, Patrick, Sands, Duncan, de Vilder, Robin

“…We present a general framework for understanding the transition from local regular to global irregular (chaotic) behaviour of nonlinear dynamical models in…”
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Forward and backward dynamics in implicitly defined overlapping generations models by Gardini, Laura, Hommes, Cars, Tramontana, Fabio, de Vilder, Robin

“…In dynamic economic models derived from optimization principles, the forward equilibrium dynamics may not be uniquely defined, while the backward dynamics is…”
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Heavy tailed distributions in closing auctions by Derksen, M, Kleijn, B, de Vilder, R

“…We study the tails of closing auction return distributions for a sample of liquid European stocks. We use the stochastic call auction model of Derksen et al…”
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Clearing price distributions in call auctions by Derksen, M, Kleijn, B, de Vilder, R

“…We propose a model for price formation in financial markets based on clearing of a standard call auction with random orders, and verify its validity for…”
Get full text

Capital–Labor Substitution and Competitive Nonlinear Endogenous Business Cycles by Grandmont, Jean-Michel, Pintus, Patrick, de Vilder, Robin

“…We develop simple geometrical methods to study local indeterminacy, bifurcations, and stochastic (sunspot) equilibria near a steady state, in nonlinear two…”
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Business-cycle models and the dangers of linearizing: Mathematical economics by KOZLOVSKI, O, PINTUS, P, VAN STRIEN, S, DE VILDER, R

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