Browsing All of EconStor by Author Lux, Thomas

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Year of PublicationTitleAuthor(s)
2007 True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range DependenceLiu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas
2008 Stochastic behavioral asset pricing models and the stylized factsLux, Thomas
2008 Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate surveyLux, 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 Applications of statistical physics in finance and economicsLux, 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 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 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
2009 The financial crisis and the systemic failure of academic economicsColander, David C.; Föllmer, Hans; Haas, Armin; Goldberg, Michael; Jusélius, Katarina; Lux, Thomas
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 Forecasting volatility under fractality, regime-switching, long memory and student-t innovationsLux, Thomas; Morales-Arias, Leonardo
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
2010 Reintegrating the social sciences: The Dahlem GroupColander, David; Kupers, Roland; Lux, Thomas; Rothschild, Casey
2010 Identification of a core-periphery structure among participants of a business climate surveyStolzenburg, Ulrich; Lux, Thomas
2010 Flexible and robust modelling of volatility comovements: a comparison of two multifractal modelsLiu, Ruipeng; Lux, Thomas
2010 Switching rates and the asymptotic behavior of herding modelsIrle, Albrecht; Kauschke, Jonas; Lux, Thomas; Milaković, Mishael