S. Manzan

University of Amsterdam - Department of Quantitative Economics (KE)

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

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2

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Scholarly Papers (2)

1.
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Citation 90

Behavioral Heterogeneity in Stock Prices

Tinbergen Discussion Paper No. TI 05-05/21
Number of pages: 37 Posted: 03 Mar 2005
Amsterdam School of Economics, University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 215 (168,137)
Citation 18

Abstract:

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Asset pricing, behavioral finance, bounded rationality

2.

Testing for Nonlinear Structure and Chaos in Economic Time Series

Tinbergen Institute Discussion Papers No. 2006-030/1
Number of pages: 12 Posted: 04 Apr 2006
Cars H. Hommes and S. Manzan
University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Department of Quantitative Economics (KE)
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Citation 4

Abstract:

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nonlinearity, chaos, noise, self-organized criticality, Mackey-Glass-GARCH