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Roberto Dieci
Roberto Dieci
Professor of Mathematics for Economics and Finance
Adresse e-mail validée de unibo.it - Page d'accueil
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Heterogeneity, market mechanisms, and asset price dynamics
C Chiarella, R Dieci, XZ He
Handbook of financial markets: Dynamics and evolution, 277-344, 2009
2662009
The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
FH Westerhoff, R Dieci
Journal of Economic Dynamics and Control 30 (2), 293-322, 2006
2562006
Speculative behaviour and complex asset price dynamics: a global analysis
C Chiarella, R Dieci, L Gardini
Journal of Economic Behavior & Organization 49 (2), 173-197, 2002
2222002
Asset price and wealth dynamics in a financial market with heterogeneous agents
C Chiarella, R Dieci, L Gardini
Journal of Economic Dynamics and Control 30 (9-10), 1755-1786, 2006
1492006
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework
C Chiarella, R Dieci, XZ He
Journal of Economic Behavior & Organization 62 (3), 408-427, 2007
1462007
A simple model of a speculative housing market
R Dieci, F Westerhoff
Journal of Evolutionary Economics 22, 303-329, 2012
1322012
Heterogeneous agent models in finance
R Dieci, XZ He
Handbook of computational economics 4, 257-328, 2018
1282018
Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
R Dieci, F Westerhoff
Journal of Economic Dynamics and Control 34 (4), 743-764, 2010
1022010
Multiple attractors and global bifurcations in a Kaldor-type business cycle model
GI Bischi, R Dieci, G Rodano, E Saltari
Journal of Evolutionary Economics 11, 527-554, 2001
992001
The dynamic interaction of speculation and diversification
C Chiarella, R Dieci, L Gardini
Applied Mathematical Finance 12 (1), 17-52, 2005
812005
Market mood, adaptive beliefs and asset price dynamics
R Dieci, I Foroni, L Gardini, XZ He
Chaos, Solitons & Fractals 29 (3), 520-534, 2006
782006
Global bifurcations of closed invariant curves in two-dimensional maps: a computer assisted study
A Agliari, GI Bischi, R Dieci, L Gardini
International Journal of Bifurcation and Chaos 15 (04), 1285-1328, 2005
722005
An evolutionary CAPM under heterogeneous beliefs
C Chiarella, R Dieci, XZ He, K Li
Annals of Finance 9, 185-215, 2013
612013
Homoclinic tangles in a Kaldor-like business cycle model
A Agliari, R Dieci, L Gardini
Journal of Economic Behavior & Organization 62 (3), 324-347, 2007
602007
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach
R Dieci, F Westerhoff
Journal of Economic Dynamics and Control 71, 21-44, 2016
582016
The emergence of bull and bear dynamics in a nonlinear model of interacting markets.
F Tramontana, L Gardini, R Dieci, F Westerhoff
Discrete Dynamics in Nature & Society, 2009
542009
Interacting cobweb markets
R Dieci, F Westerhoff
Journal of Economic Behavior & Organization 75 (3), 461-481, 2010
522010
Bifurcation analysis of a dynamic duopoly model with heterogeneous costs and behavioural rules
N Angelini, R Dieci, F Nardini
Mathematics and Computers in Simulation 79 (10), 3179-3196, 2009
512009
Interactions between stock, bond and housing markets
R Dieci, N Schmitt, F Westerhoff
Journal of Economic Dynamics and Control 91, 43-70, 2018
432018
Stability analysis of a cobweb model with market interactions
R Dieci, F Westerhoff
Applied Mathematics and Computation 215 (6), 2011-2023, 2009
432009
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