Browsing All of EconStor by Author Lux, Thomas

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Year of PublicationTitleAuthor(s)
2007 Applications of statistical physics in finance and economicsLux, Thomas
2008 Sentiment dynamics and stock returns: the case of the German stock marketLux, Thomas
2008 Individual expectations and aggregate behavior in learning to forecast experimentsHommes, Cars; Lux, Thomas
2008 Multifractality 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
2008 Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate surveyLux, Thomas
2008 Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2008 Applications of statistical physics in finance and economicsLux, Thomas
2008 Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2008 The small core of the German corporate board networkMilaković, Mishael; Alfarano, Simone; Lux, Thomas
2008 Multifractality 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
2008 Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate surveyLux, Thomas
2009 Forecasting volatility under fractality, regime-switching, long memory and student-t innovationsLux, Thomas; Morales-Arias, Leonardo
2009 The 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
2009 Modeling the dynamics of EU economic sentiment indicators: an interaction-based approachGhonghadze, Jaba; Lux, Thomas
2009 Mass psychology in action: identification of social interaction effects in the German stock marketLux, Thomas
2009 The financial crisis and the systemic failure of academic economicsColander, David C.; Föllmer, Hans; Haas, Armin; Goldberg, Michael; Jusélius, Katarina; Lux, Thomas
2010 Identification of a core-periphery structure among participants of a business climate surveyStolzenburg, Ulrich; Lux, Thomas
2010 Extreme value theory as a theoretical background for power law behaviorAlfarano, Simone; Lux, Thomas
2010 Relative forecasting performance of volatility models: Monte Carlo evidenceLux, Thomas; Morales-Arias, Leonardo
2010 Switching rates and the asymptotic behavior of herding modelsIrle, Albrecht; Kauschke, Jonas; Lux, Thomas; Milaković, Mishael