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Financial power laws: Empirical evidence, models, and mechanism. (2006). Lux, Thomas.
In: Economics Working Papers.
RePEc:zbw:cauewp:5159.

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    In: OUP Catalogue.
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    In: GREDEG Working Papers.
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    In: LEM Papers Series.
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    In: Journal of Evolutionary Economics.
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  6. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
    In: Sciences Po publications.
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  8. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
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  9. Market stability vs. Market resilience : Regulatory policies experiments in an agent based model with low-and high -frequency trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
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  10. On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. (2016). ausloos, marcel ; Schinckus, Christophe ; Jovanovic, Franck .
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    In: International Review of Financial Analysis.
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  13. Towards a New Way of Teaching Statistics in Economics: The Case for Econophysics. (2015). Akdere, Cinla ; Schinckus, Christophe.
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  14. Markets, Herding and Response to External Information. (2015). san Miguel, Maxi ; Toral, Raul ; Carro, Adrian.
    In: PLOS ONE.
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  15. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
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  16. The limit distribution of evolving strategies in financial markets. (2015). Di Guilmi, Corrado ; Chiarella, Carl ; Carl, Chiarella ; Corrado, Di Guilmi .
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  18. Markets, herding and response to external information. (2015). Carro, Adri'an ; san Miguel, Maxi ; Toral, Ra'ul .
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  19. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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  20. Nonlinear Expectations in Speculative Markets. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan .
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  21. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
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  22. Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
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  23. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
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  24. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2011). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
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  25. Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
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  26. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
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  27. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
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  28. Exchange Rate Dynamics: A Nonlinear Survey. (2009). Westerhoff, Frank H..
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  29. Network structure and N-dependence in agent-based herding models. (2009). Milaković, Mishael ; Alfarano, Simone ; Milakovic, Mishael .
    In: Journal of Economic Dynamics and Control.
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  30. Some Effects of Transaction Taxes Under Different Microstructures. (2007). Westerhoff, Frank ; Pellizzari, Paolo ; Pelizzari, Paolo.
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    RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

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  12. Modeling and Simulation of the Economics of Mining in the Bitcoin Market. (2016). Marchesi, Michele ; Cocco, Luisanna .
    In: Papers.
    RePEc:arx:papers:1605.01354.

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  13. The noisy voter model on complex networks. (2016). Carro, Adri'an ; san Miguel, Maxi ; Toral, Ra'ul .
    In: Papers.
    RePEc:arx:papers:1602.06935.

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  14. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:38.

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  15. Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:37.

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  16. A review of aggregation techniques for agent-based models: understanding the presence of long-term memory. (2015). Cerqueti, Roy ; Rotundo, Giulia.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:49:y:2015:i:4:p:1693-1717.

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  17. A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach. (2015). Yang, Haijun ; Wang, Harry ; Sun, Gui .
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:25:y:2015:i:5:p:901-924.

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  18. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

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  19. Transition probability, dynamic regimes, and the critical point of financial crisis. (2015). Chen, Ping ; Tang, Yinan .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:430:y:2015:i:c:p:11-20.

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  20. Markets, herding and response to external information. (2015). Carro, Adri'an ; san Miguel, Maxi ; Toral, Ra'ul .
    In: Papers.
    RePEc:arx:papers:1506.03708.

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  21. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1409.8024.

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  22. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-09.

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  23. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

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  24. Beauty Contests and Fat Tails in Financial Markets. (2014). Nirei, Makoto ; Watanabe, Tsutomu.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:024.

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  25. A multi-agent model of a low income economy: simulating the distributional effects of natural disasters. (2014). Rehm, Miriam ; Naqvi, Syed Ali Asjad.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:9:y:2014:i:2:p:275-309.

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  26. Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter. (2014). Sghaier, Nadia ; Boubaker, Heni.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-284.

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  27. Heterogeneity, interaction and emergence: effects of composition. (2014). Gallegati, Mauro ; Landini, Simone.
    In: International Journal of Computational Economics and Econometrics.
    RePEc:ids:ijcome:v:4:y:2014:i:3/4:p:339-361.

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  28. Control of the socio-economic systems using herding interactions. (2014). Kononovicius, A. ; Gontis, V..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:80-84.

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  29. Time varying moments, regime switch, and crisis warning: The birth–death process with changing transition probability. (2014). Chen, Ping ; Tang, Yinan .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:404:y:2014:i:c:p:56-64.

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  30. Herding, trend chasing and market volatility. (2014). Li, Kai ; He, Xuezhong ; Di Guilmi, Corrado.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:349-373.

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  31. Beauty Contests and Fat Tails in Financial Markets. (2014). Nirei, Makoto ; Watanabe, Tsutomu.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf346.

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  32. Using an Artificial Financial Market for studying a Cryptocurrency Market. (2014). Marchesi, Michele ; Concas, Giulio ; Cocco, Luisanna .
    In: Papers.
    RePEc:arx:papers:1406.6496.

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  33. Estimation of an agent-based model of investor sentiment formation in financial markets. (2012). Lux, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1284-1302.

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  34. Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach. (2012). Gallegati, Mauro ; Di Guilmi, Corrado ; Delli Gatti, Domenico ; Landini, Simone.
    In: Revue de l'OFCE.
    RePEc:cai:reofsp:reof_124_0117.

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  35. Identification of Interaction Effects in Survey Expectations: A Cautionary Note. (2012). Milaković, Mishael ; Alfarano, Simone.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:4:n:5.

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  36. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. (2012). Kononovicius, Aleksejus ; Gontis, Vygintas ; Daniunas, Valentas .
    In: Papers.
    RePEc:arx:papers:1202.3533.

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  37. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets. (2012). Kononovicius, Aleksejus ; Gontis, Vygintas ; Reimann, Stefan .
    In: Papers.
    RePEc:arx:papers:1201.3083.

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  38. Market clearing by maximum entropy in agent models of stock markets. (2011). Wagner, Friedrich.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:6:y:2011:i:2:p:121-138.

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  39. The financial instability hypothesis: A stochastic microfoundation framework. (2011). Di Guilmi, Corrado ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:8:p:1151-1171.

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  40. Critical Overview of Agent-Based Models for Economics. (2011). Cristelli, Matthieu ; Zaccaria, A. ; Pietronero, L..
    In: Papers.
    RePEc:arx:papers:1101.1847.

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  41. Switching rates and the asymptotic behavior of herding models. (2010). Milaković, Mishael ; Irle, Albrecht ; Lux, Thomas ; Kauschke, Jonas .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1595.

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  42. Uncertainty about fundamentals and herding behavior in the FOREX market. (2010). Rovira Kaltwasser, Pablo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:6:p:1215-1222.

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  43. From discrete to continuous time evolutionary finance models. (2010). Schenk-Hoppé, Klaus ; Palczewski, Jan ; Schenk-Hoppe, Klaus Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:5:p:913-931.

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  44. Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior. (2010). Challet, Damien ; de Lachapelle, David Morton .
    In: Papers.
    RePEc:arx:papers:0912.4723.

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  45. A queueing theory description of fat-tailed price returns in imperfect financial markets. (2010). Lamba, H..
    In: Papers.
    RePEc:arx:papers:0908.0949.

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  46. Network hierarchy in Kirmans ant model: fund investment can create systemic risk. (2009). Raddant, Matthias ; Milaković, Mishael ; Alfarano, Simone ; Milakovic, Mishael .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:200909.

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  47. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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  48. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826.

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  49. Network structure and N-dependence in agent-based herding models. (2009). Milaković, Mishael ; Alfarano, Simone ; Milakovic, Mishael .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:78-92.

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  50. Changing-regime volatility: A fractionally integrated SETAR model. (2008). Peguin-Feissolle, Anne ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00185369.

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  51. Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over. (2008). Westerhoff, Frank ; Hohnisch, Martin.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:19:y:2008:i:3:p:249-259.

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  52. Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models. (2008). KYRTSOU, Catherine.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:27:p:6785-6789.

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  53. Financial power laws: Empirical evidence, models, and mechanism. (2006). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5159.

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  54. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone.
    In: Computational Economics.
    RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

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