Roberto Dieci
Roberto Dieci
Professor of Mathematics for Economics and Finance
Verified email at unibo.it - Homepage
Title
Cited by
Cited by
Year
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
2212006
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
2152002
Heterogeneity, market mechanisms, and asset price dynamics
C Chiarella, R Dieci, XZ He
Handbook of financial markets: Dynamics and evolution, 277-344, 2009
2102009
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
1312007
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
1312006
A simple model of a speculative housing market
R Dieci, F Westerhoff
Journal of Evolutionary Economics 22 (2), 303-329, 2012
852012
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
812010
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 (5), 527-554, 2001
802001
Market mood, adaptive beliefs and asset price dynamics
R Dieci, I Foroni, L Gardini, XZ He
Chaos, Solitons & Fractals 29 (3), 520-534, 2006
722006
The dynamic interaction of speculation and diversification
C Chiarella, R Dieci, L Gardini
Applied Mathematical Finance 12 (1), 17-52, 2005
712005
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
562005
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
492009
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
472007
Heterogeneous agent models in finance
R Dieci, XZ He
Handbook of computational economics 4, 257-328, 2018
442018
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 and Society 2009, 2009
422009
An evolutionary CAPM under heterogeneous beliefs
C Chiarella, R Dieci, XZ He, K Li
Annals of Finance 9 (2), 185-215, 2013
412013
Interacting cobweb markets
R Dieci, F Westerhoff
Journal of Economic Behavior & Organization 75 (3), 461-481, 2010
402010
From bi-stability to chaotic oscillations in a macroeconomic model
R Dieci, GI Bischi, L Gardini
Chaos, Solitons & Fractals 12 (5), 805-822, 2001
402001
Asset price dynamics in a financial market with fundamentalists and chartists
C Chairella, R Dieci, L Gardini
Discrete Dynamics in Nature and Society 6, 2001
362001
Stability analysis of a cobweb model with market interactions
R Dieci, F Westerhoff
Applied Mathematics and Computation 215 (6), 2011-2023, 2009
352009
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Articles 1–20