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~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"World Bank Other Operational Studies"
~person:"Lux, Thomas"
~source:"econis"
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Lux, Thomas
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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
Saved in:
2
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
Saved in:
3
Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
Saved in:
4
Special issue: Applications of statistical physics in
economics
and finance
Farmer, J. Doyne
(
contributor
);
Lux, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003622491
Saved in:
5
Special issue: heterogeneous interacting agents in financial markets
Lux, Thomas
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001702969
Saved in:
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