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Browsing All of EconStor by Author Lux, Thomas
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Showing results 41 to 60 of 89
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Year of Publication
Title
Author(s)
2010
Flexible and robust modelling of volatility comovements: a comparison of two multifractal models
Liu, Ruipeng
;
Lux, Thomas
2010
Extreme value theory as a theoretical background for power law behavior
Alfarano, Simone
;
Lux, Thomas
2011
A Markov-switching multifractal approach to forecasting realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
2011
Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y.
;
Raddant, Matthias
;
Lux, Thomas
;
Ben-Jacob, Eshel
2011
Parameter estimation and forecasting for multiplicative lognormal cascades
Leövey, Andrés E.
;
Lux, Thomas
2011
The small core of the German corporate board network: New evidence from 2010
Milakovic, Mishael
;
Alfarano, Simone
;
Lux, Thomas
2012
Between privilege and burden: Work past retirement age in Germany and the UK
Scherger, Simone
;
Hagemann, Steffen
;
Hokema, Anna
;
Lux, Thomas
2012
Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approach
Lux, Thomas
2012
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände: Verflechtungsstrukturen im Jahr 2010
Milakovic, Mishael
;
Alfarano, Simone
;
Lux, Thomas
2012
Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform
Fricke, Daniel
;
Lux, Thomas
2012
Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes
Finger, Karl
;
Fricke, Daniel
;
Lux, Thomas
2013
Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal model
Lux, Thomas
2013
On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks
Fricke, Daniel
;
Finger, Karl
;
Lux, Thomas
2013
Hubs and resilience: Towards more realistic models of the interbank markets
Montagna, Mattia
;
Lux, Thomas
2013
Effizienz und Stabilität von Finanzmärkten: Stehen wir vor einem Paradigmenwechsel?
Lux, Thomas
2013
On the distribution of links in the interbank network: Evidence from the e-mid overnight money market
Fricke, Daniel
;
Lux, Thomas
2013
Multifractal models in finance: Their origin, properties, and applications
Segnon, Mawuli
;
Lux, Thomas
2013
The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel
;
Lux, Thomas
2014
A model of the topology of the bank-firm credit network and its role as channel of contagion
Lux, Thomas
2014
Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations
Finger, Karl
;
Lux, Thomas