Browsing All of EconStor by Author Lux, Thomas


Showing results 21 to 40 of 88
< previous   next >
Year of PublicationTitleAuthor(s)
2007True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range DependenceLiu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas
2008Sentiment dynamics and stock returns: the case of the German stock marketLux, Thomas
2008Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2008Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate surveyLux, Thomas
2008The small core of the German corporate board networkMilaković, Mishael; Alfarano, Simone; Lux, Thomas
2008Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate surveyLux, Thomas
2008Individual expectations and aggregate behavior in learning to forecast experimentsHommes, Cars; Lux, Thomas
2008Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility componentsLiu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas
2008Applications of statistical physics in finance and economicsLux, Thomas
2008Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2008Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility componentsLiu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas
2009The financial crisis and the systemic failure of academic economicsColander, David C.; Föllmer, Hans; Haas, Armin; Goldberg, Michael; Jusélius, Katarina; Lux, Thomas
2009Forecasting volatility under fractality, regime-switching, long memory and student-t innovationsLux, Thomas; Morales-Arias, Leonardo
2009Mass psychology in action: identification of social interaction effects in the German stock marketLux, Thomas
2009The financial crisis and the systemic failure of academic economicsColander, David C.; Föllmer, Hans; Haas, Armin; Goldberg, Michael; Kirman, Alan; Jusélius, Katarina; Lux, Thomas; Sloth, Brigitte
2009Modeling the dynamics of EU economic sentiment indicators: an interaction-based approachGhonghadze, Jaba; Lux, Thomas
2010Switching rates and the asymptotic behavior of herding modelsIrle, Albrecht; Kauschke, Jonas; Lux, Thomas; Milaković, Mishael
2010Relative forecasting performance of volatility models: Monte Carlo evidenceLux, Thomas; Morales-Arias, Leonardo
2010Reintegrating the social sciences: The Dahlem GroupColander, David; Kupers, Roland; Lux, Thomas; Rothschild, Casey
2010Identification of a core-periphery structure among participants of a business climate surveyStolzenburg, Ulrich; Lux, Thomas