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DateTitle Authors
2006 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2005 A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone / Lux, Thomas
2004 The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2003 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecastingLux, Thomas
2002 Das Äquivalenzprinzip der FinanzmathematikWalther, Ursula
2007 Transaction costs and value premiumAgarwal, Vikas / Wang, Lingling
2013 The price impact of CDS tradingGündüz, Yalin / Nasev, Julia / Trapp, Monika
2011 The impact of investor sentiment on the German stock marketFinter, Philipp / Niessen-Ruenzi, Alexandra / Ruenzi, Stefan
2006 Why managers hold shares of their firm: An empirical analysisvon Lilienfeld-Toal, Ulf / Ruenzi, Stefan

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