Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 38-42
Following Alfarano et al. [Estimation of agent-based models: the case of an asymmetric herding model, Comput. Econ. 26 (2005) 19–49; Excess volatility and herding in an artificial financial market: analytical approach and estimation, in: W. Franz, H. Ramser, M. Stadler (Eds.),...