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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
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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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Special issue: Quantifying and understanding dysfunctions in financial markets
Lux, Thomas (contributor) - Conference Quantifying and Understanding Dysfunctions … - 2012
Persistent link: https://www.econbiz.de/10009658418
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Time variation of second moments from a noise trader infection model
Lux, Thomas - In: Journal of economic dynamics & control 22 (1997/98) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
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Emergence of a core-periphery structure in a simple dynamic model of the interbank market
Lux, Thomas - In: Journal of economic dynamics & control 52 (2015), pp. 11-23
Persistent link: https://www.econbiz.de/10011474223
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A model of the topology of the bank : firm credit network and its role as channel of contagion
Lux, Thomas - In: Journal of economic dynamics & control 66 (2016), pp. 36-53
Persistent link: https://www.econbiz.de/10011708361