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6. Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas.
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15. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Lux, Thomas ; Ghonghadze, Jaba.
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16. Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Lux, Thomas ; Zhenxi, Chen .
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25. Can Internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas.
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26. Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas.
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28. Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach. (2011). Ghonghadze, Jaba ; Lux, Thomas.
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31. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2010). Westerhoff, Frank ; Hermsen, Oliver ; Witte, Bjorn-Christopher .
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33. Modeling the dynamics of EU economic sentiment indicators: an interaction-based approach. (2009). Lux, Thomas ; Ghonghadze, Jaba.
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34. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2009). Westerhoff, Frank ; Hermsen, Oliver ; Witte, Bjorn-Christopher .
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35. A Simple Approximate Long-Memory Model of Realized Volatility. (2009). Corsi, Fulvio.
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36. Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey. (2009). Lux, Thomas.
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37. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2009). Lux, Thomas.
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38. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
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40. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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41. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2008). Lux, Thomas.
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42. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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43. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2008). Lux, Thomas.
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44. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
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45. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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46. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
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47. Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model. (2008). Cristelli, Matthieu ; Alfi, V. ; Pietronero, L. ; Zaccaria, A..
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48. Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching. (2007). Lux, Thomas ; Kaizoji, Taisei.
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49. Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching. (2006). Lux, Thomas ; Kaizoji, Taisei.
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50. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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