1. Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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2. Agent-based models of the United States wealth distribution with Ensemble Kalman Filter. (2025). Suchak, Keiran ; Oswald, Yannick ; Malleson, Nick.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004347.

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3. Learning Individual Behavior in Agent-Based Models with Graph Diffusion Networks. (2025). Pangallo, Marco ; Monti, Corrado ; Cozzi, Francesco ; Perotti, Alan.
   In: Papers.
   RePEc:arx:papers:2505.21426.

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4. Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Journal of Evolutionary Economics.
   RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

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5. Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8.

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6. Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo.
   In: Working Papers - Economics.
   RePEc:frz:wpaper:wp2024_05.rdf.

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7. Black-box Bayesian inference for agent-based models. (2024). Farmer, J. ; Schmon, Sebastian M ; Cannon, Patrick ; Dyer, Joel.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000198.

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8. Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_11082.

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9. Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Alaminos, David ; Salas, Belen M.
   In: Palgrave Communications.
   RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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10. Equation-Based Versus Agent-Based Models: Why Not Embrace Both for an Efficient Parameter Calibration?. (2023). Avegliano, Priscilla ; Sichman, Jaime Simo.
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2022-17-3.

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11. Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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12. Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Li, Yong ; Zhang, Qiaosen ; Wang, Qianchao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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13. Amortized Neural Networks for Agent-Based Model Forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps115.

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14. Amortized neural networks for agent-based model forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis.
    In: Papers.
    RePEc:arx:papers:2308.05753.

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15. Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2022/33.

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16. An empirical behavioral model of household’s deposit dollarization. (2022). Ponomarenko, Alexey ; Khabibullin, Ramis.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-022-00345-w.

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17. Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0.

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18. Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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19. A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2022_20.rdf.

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20. Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2022_02.rdf.

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21. Estimating a model of herding behavior on social networks. (2022). , Maxime.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

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22. Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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23. Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis.
    In: Papers.
    RePEc:arx:papers:2210.07154.

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24. On learning agent-based models from data. (2022). Pangallo, Marco ; de Francisci, Gianmarco ; Bonchi, Francesco ; Monti, Corrado.
    In: Papers.
    RePEc:arx:papers:2205.05052.

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25. Black-box Bayesian inference for economic agent-based models. (2022). Farmer, J. ; Schmon, Sebastian ; Cannon, Patrick ; Dyer, Joel.
    In: Papers.
    RePEc:arx:papers:2202.00625.

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26. Calibrating Agent-based Models to Microdata with Graph Neural Networks. (2022). Farmer, J. ; Schmon, Sebastian ; Cannon, Patrick ; Dyer, Joel.
    In: INET Oxford Working Papers.
    RePEc:amz:wpaper:2022-30.

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27. Black-box Bayesian inference for economic agent-based models. (2022). Farmer, J. ; Schmon, Sebastian ; Cannon, Patrick ; Dyer, Joel.
    In: INET Oxford Working Papers.
    RePEc:amz:wpaper:2022-05.

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28. Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:202101.

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29. Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Cuena, Eva Camacho ; Lux, Thomas.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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30. Bayesian estimation and likelihood-based comparison of agent-based volatility models. (2021). Bertschinger, Nils ; Mozzhorin, Iurii.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00289-z.

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31. Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Camacho-Cuena, Eva ; Lux, Thomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:107317.

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32. State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2021_10.rdf.

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33. Does parameterization affect the complexity of agent-based models?. (2021). Kukacka, Jiri ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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34. Multi-agent-based VaR forecasting. (2021). Tubbenhauer, Tobias ; Poddig, Thorsten ; Fieberg, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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35. Estimation of agent-based models using Bayesian deep learning approach of BayesFlow. (2021). Shiono, Takashi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000178.

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36. Supportive interactions in the noisy voter model. (2021). Kononovicius, Aleksejus.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310183.

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37. Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo.
    In: Metroeconomica.
    RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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38. Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas.
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39. Big data tools for Islamic financial analysis. (2020). Hassan, M. Kabir ; Mouakhar, Khaireddine ; Mnif, Emna ; Jarboui, Anis.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:27:y:2020:i:1:p:10-21.

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40. Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes - A Mathematical Proof and its Verification by Simulation. (2020). LONG, Zhiming ; Herrera, Rémy ; Zhiming, Long.
    In: Post-Print.
    RePEc:hal:journl:hal-03083782.

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41. Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes - A Mathematical Proof and its Verification by Simulation. (2020). LONG, Zhiming ; Herrera, Rémy ; Zhiming, Long.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-03083782.

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42. Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes—A Mathematical Proof and Its Verification by Simulation. (2020). LONG, Zhiming ; Herrera, Rémy.
    In: Mathematics.
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43. Early Warning Signs of Financial Market Turmoils. (2020). Pfante, Oliver ; Bertschinger, Nils.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:301-:d:453904.

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44. Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902.

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45. A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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46. Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Majewski, Adam A.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

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47. Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

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48. An empirical behavioral model of households’ deposit dollarization. (2020). Ponomarenko, Alexey ; Khabibullin, Ramis.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps67.

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49. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:171-191.

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50. Investor expectations, earnings management, and asset prices. (2019). Du, Kai.
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    RePEc:eee:dyncon:v:105:y:2019:i:c:p:134-157.

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51. Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models. (2019). Grazzini, Jakob ; Delli Gatti, Domenico.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7894.

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52. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
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53. On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Sacht, Stephen ; Kukacka, Jiri ; Jang, Tae-Seok.
    In: Economics Working Papers.
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6. Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach. (2016). Di Guilmi, Corrado ; Catalano, Michele.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2016-16.

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7. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Gontis, V ; Havlin, S ; Stanley, H E ; Podobnik, B ; Kononovicius, A.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:462:y:2016:i:c:p:1091-1102.

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8. Trading heterogeneity under information uncertainty. (2016). Zheng, Huanhuan.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:130:y:2016:i:c:p:64-80.

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9. Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

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10. Breaking down the barriers between econophysics and financial economics. (2016). Jovanovic, Franck ; Schinckus, Christophe.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:256-266.

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11. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba.
    In: Journal of Empirical Finance.
    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). Toral, Ra'Ul ; san Miguel, Maxi ; Carro, Adri'An .
    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). Lux, Thomas ; Ghonghadze, Jaba.
    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 ; Lux, Thomas ; Zhenxi, Chen .
    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). Wang, LI ; Yang, Haijun ; 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). Tang, Yinan ; Chen, Ping.
    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). Toral, Ra'Ul ; san Miguel, Maxi ; Carro, Adri'An .
    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). Gontis, Vygintas ; Kononovicius, Aleksejus.
    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, 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. 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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27. Control of the socio-economic systems using herding interactions. (2014). Gontis, V. ; Kononovicius, A..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:80-84.

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

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29. Herding, trend chasing and market volatility. (2014). Li, Kai ; He, Xuezhong (Tony) ; 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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30. 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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31. Using an Artificial Financial Market for studying a Cryptocurrency Market. (2014). Marchesi, Michele ; Cocco, Luisanna ; Concas, Giulio.
    In: Papers.
    RePEc:arx:papers:1406.6496.

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32. 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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33. 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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34. Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. (2012). Gontis, Vygintas ; Daniunas, Valentas ; Kononovicius, Aleksejus.
    In: Papers.
    RePEc:arx:papers:1202.3533.

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

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36. 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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37. 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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38. Critical Overview of Agent-Based Models for Economics. (2011). Cristelli, Matthieu ; Pietronero, L. ; Zaccaria, A..
    In: Papers.
    RePEc:arx:papers:1101.1847.

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

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

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42. 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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43. 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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44. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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45. 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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46. 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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47. 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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48. 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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49. Financial power laws: Empirical evidence, models, and mechanism. (2006). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5159.

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50. A multilayer model of order book dynamics. (). Rapisarda, Andrea ; Pluchino, Alessandro ; Biondo, Alessio Emanuele.
    In: Journal of Network Theory in Finance.
    RePEc:rsk:journ8:2472271.

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