Journal Articles and Contributions in Books

E.J. Dockner und 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)

E.J. Dockner, H. Elsinger, and A. Gaunersdorfer, The Strategic Role of Dividends and Debt in Markets with Imperfect Competition, 2000.
[abstract]     [PDF-file]