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DateTitle Authors
2006 The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatilityLux, 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
2011 Overconfidence and bubbles in experimental asset marketsMichailova, Julija / Schmidt, Ulrich
2011 Parameter estimation and forecasting for multiplicative lognormal cascadesLeövey, Andrés E. / Lux, Thomas
2012 Die Zinslast des Bundes in der Schuldenkrise: Wie lukrativ ist der 'sichere Hafen'?Boysen-Hogrefe, Jens
2009 Forecasting volatility under fractality, regime-switching, long memory and student-t innovationsLux, Thomas / Morales-Arias, Leonardo
2006 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
2005 A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone / Lux, Thomas

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