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Micro-simulations of financial markets and the stylized facts
Lux, Thomas; Heitger, Florian - In: Empirical science of financial fluctuations : the …, (pp. [123]-134). 2002
Persistent link: https://www.econbiz.de/10001679476
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A minimal noise trader model with realistic time series properties
Alfarano, Simone; Lux, Thomas - In: Long memory in economics : with 50 tables, (pp. 345-361). 2006
Persistent link: https://www.econbiz.de/10003357267
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Excess volatility and herding in an artificial financial market : analytical approach and estimation
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Funktionsfähigkeit und Stabilität von Finanzmärkten …, (pp. 241-259). 2005
Persistent link: https://www.econbiz.de/10003249990
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Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas - In: Handbook of financial markets : dynamics and evolution, (pp. 161-215). 2009
Persistent link: https://www.econbiz.de/10003820630