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Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
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Estimation of an agent-based model of investor sentiment formation in financial markets
Lux, Thomas - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1284-1302
Persistent link: https://www.econbiz.de/10009655681
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas - 2008
Persistent link: https://www.econbiz.de/10008856295
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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
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Applications of statistical physics in finance and economics
Lux, Thomas - In: Handbook of research on complexity, (pp. 213-258). 2009
Persistent link: https://www.econbiz.de/10003870451
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Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas - In: Journal of economic dynamics & control 91 (2018), pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
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Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas - In: Computational economics 60 (2022) 2, pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
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A minimal noise trader model with realistic time series properties
Alfarano, Simone (contributor); Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781210
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S. - 2021
Persistent link: https://www.econbiz.de/10012940057