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~isPartOf:"Discussion paper / B"
~person:"Adrian, Tobias"
~person:"Buch, Claudia M."
~person:"Lux, Thomas"
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
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Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
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1998
Persistent link: https://www.econbiz.de/10001372570
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3
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
-
1999
Persistent link: https://www.econbiz.de/10001372680
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4
On rational bubbles and fat tails
Lux, Thomas
;
Sornette, Didier
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1999
Persistent link: https://www.econbiz.de/10001454330
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