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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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Core-periphery structure in the overnight money market : evidence from the e-MID trading platform
Fricke, Daniel; Lux, Thomas - In: Computational economics 45 (2015) 3, pp. 359-395
Persistent link: https://www.econbiz.de/10011414125
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Special issue: Network Approaches to Interbank Markets
Alfarano, Simone (ed.); Fricke, Daniel (ed.);  … - Workshop on Network Approaches to Interbank Markets … - 2016
Persistent link: https://www.econbiz.de/10011451849
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Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi; Lux, Thomas - In: Computational economics 52 (2018) 3, pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
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Network approaches to interbank markets : foreword
Alfarano, Simone; Fricke, Daniel; Lux, Thomas; Raddant, … - In: Computational economics 47 (2015) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10011443416
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Special Issue: New advances in financial economics : heterogeneity and simulation
Cincotti, Silvano (contributor); Lux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003755510
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Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Computational economics 26 (2005) 1, pp. 19-50
Persistent link: https://www.econbiz.de/10007023266
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New Advances in Financial Economics: Heterogeneity and Simulation
Cincotti, Silvano; Gardini, Laura; Lux, Thomas - In: Computational economics 32 (2008) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008076748