List of Publications
 

Preprint

A. Gaunersdorfer and J. Hofbauer, Learning in Unprofitable Games.


Journal Articles and Contributions in Books

E.J. Dockner, H. Elsinger, and A. Gaunersdorfer, The Strategic Role of Dividends and Debt in Markets with Imperfect Competition, Dynamic Games and Applications, Dynamic Games and Applications 8/3 (2018), pp.601–619.
[abstract]     [paper]

Preface: Special issue of Dynamic Games and Applications in Memory of Professor Engelbert J. Dockner (including personal remembrances)

E.J. Dockner and A. Gaunersdorfer, Dynamic investment strategies with demand-side and cost side risks, Applied Mathematics and Computation 217 (2010), pp.1001-1009.
[abstract]     [PDF-file]

A. Gaunersdorfer, C.H. Hommes, and F.O.O. Wagener, Bifurcation Routes to Volatility Clustering under Evolutionary Learning,
Journal of Economic Behavior & Organization 67/1 (2008), pp.27-47.
[abstract]
older version: Bifurcation Routes to Volatility Clustering
SFB-WP No.73, 2000 and CeNDEF WP 00-04     [zipped PS-file (2.46 MB)]

E.J. Dockner, A. Gaunersdorfer, and S. Jørgensen, Endogenous horizontal mergers in dynamic markets
in: K. Gugler and B.B. Yurtoglu, The Economics of Corporate Governance and Mergers, Edward Elgar, Cheltenham, UK, 2008, pp.288-300.

A. Gaunersdorfer and C.H. Hommes, A Nonlinear Structural Model for Volatility Clustering,
in: G. Teyssière and A. Kirman (eds.), Long Memory in Economics, Springer, 2007, pp.265-288.
(former versions: SFB-WP No.63 and CeNDEF WP 00-02, 2000; see also SSRN)
[abstract]     [PDF-file]    

A. Gaunersdorfer, C.H. Hommes, and F.O.O. Wagener, Nonlocal Onset of Instability in an Asset Pricing Model with Heterogneous Agents,
in: F.Dumortier, H.Broer, J.Mawhin, A.Vanderbauwhede, S.V.Lunel, EQUADIFF 2003 - Proceedings of the International Conference on Differential Equations, World Scientific, 2005, pp.613-618.

E.J. Dockner and A. Gaunersdorfer, Dynamic Oligopolistic Competition and Quasi-Competitive Behavior,
in: G. Zaccour (ed.), Optimal Control and Differential Games - Essays in Honor of Steffen S. Jørgensen, Kluwer Academic Publishers, 2002, pp.107-119.
[abstract]

A. Gaunersdorfer and C.H. Hommes, Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure,
in: G. Dorffner, H. Bischoff, and K. Hornik (eds.), Artificial Neural Networks - ICANN 2001, Lecture Notes in Computer Science 2130, Springer, 2001, pp.782-789.
[abstract]     [PS-file]

A. Gaunersdorfer, Adaptive Beliefs and the Volatility of Asset Prices
Central European Journal of Operations Research 9 (2001), 5-30
(SFB-WP No.74, 2000).
[abstract]     [PDF-file]

E.J. Dockner and A. Gaunersdorfer, On the Profitability of Horizontal Mergers in Industries with Dynamic Competition
Japan and the World Economy 13 (2001), 195-216
[abstract]     [PDF-file]

T. Dangl, E.J. Dockner, A. Gaunersdorfer, A. Pfister, L. Sögner G. Strobl, Adaptive Erwartungsbildung und Finanzmarktdynamik
Zeitschrift für betriebswirtschaftliche Forschung 53 (2001), S.339-365
(SFB-WP No.39, 1999).
[abstract]     [PDF-file (last but one version)]

R. Cressman, A. Gaunersdorfer, and J.F. Wen, Evolutionary and Dynamic Stability in Symmetric Evolutionary Games with Two Independent Decisions
International Game Theory Review 2 (2000), pp.67-81.
[abstract]     [PDF-file]     [PS-file]

A. Gaunersdorfer, Endogenous Fluctuations in a Simple Asset Pricing Model with Heterogeneous Agents
Journal of Economic Dynamics and Control 24 (2000), pp.799-831.   (SFB-Report No.22, 1999)
[abstract]

E.J. Dockner and A. Gaunersdorfer, Strategic New Product Pricing When Demand Obeys Saturation Effects
European Journal of Operational Research 90 (1996), pp.589-598.
[abstract]

E.J. Dockner, A. Gaunersdorfer, and S. Jørgensen, Government Price Subsidies to Promote Fast Diffusion of a New Consumer Durable
in: S. Jørgensen and G. Zaccour (eds.), Dynamic Competitive Analysis in Marketing, LN in Economics and Mathematical Systems 444, Springer, 1996, pp.101-110.
[abstract]

E.J. Dockner und A. Gaunersdorfer, Die Bedeutung der Chaostheorie für die empirische Kapitalmarktforschung
Österreichisches Bankarchiv 6/95, S.427-439.
[abstract]

A. Gaunersdorfer and J. Hofbauer, Fictitious Play, Shapley Polygons, and the Replicator Equation
Games and Economic Behavior 11 (1995), pp.279-303.
[abstract]

A. Gaunersdorfer, Time Averages for Heteroclinic Attractors
SIAM J. Appl. Math. 52 (1992), pp.1476-1489.
[abstract]

A. Gaunersdorfer, J.. Hofbauer and K. Sigmund, On the Dynamics of Asymmetric Games
Theor. Pop. Biology 39 (1991), pp.345-357.
[abstract]


Unpublished Papers

S. Thurner, E.J. Dockner, A. Gaunersdorfer, Asset Price Dynamics in a Model of Investors Operating on Different Time Horizons, 2002
SFB-WP No.93
[abstract]  [PDF-file]   (Version: November 7, 2002)