Alfarano, Simone and Lux, Thomas and Wagner, Friedrich (2010): Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation.
Alfarano, Simone and Lux, Thomas (2010): Extreme Value Theory as a Theoretical Background for Power Law Behavior.
Steinbacher, Mitja and Raddant, Matthias and Karimi, Fariba and Camacho-Cuena, Eva and Alfarano, Simone and Iori, Giulia and Lux, Thomas (2021): Advances in the Agent-Based Modeling of Economic and Social Behavior.
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