Browsing All of EconStor by Author Lux, Thomas


Showing results 41 to 60 of 88
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Year of PublicationTitleAuthor(s)
2010Flexible and robust modelling of volatility comovements: a comparison of two multifractal modelsLiu, Ruipeng; Lux, Thomas
2010Extreme value theory as a theoretical background for power law behaviorAlfarano, Simone; Lux, Thomas
2011A Markov-switching multifractal approach to forecasting realized volatilityLux, Thomas; Morales-Arias, Leonardo; Sattarhoff, Cristina
2011Evolvement of uniformity and volatility in the stressed global financial villageKenett, Dror Y.; Raddant, Matthias; Lux, Thomas; Ben-Jacob, Eshel
2011Parameter estimation and forecasting for multiplicative lognormal cascadesLeövey, Andrés E.; Lux, Thomas
2011The small core of the German corporate board network: New evidence from 2010Milakovic, Mishael; Alfarano, Simone; Lux, Thomas
2012Between privilege and burden: Work past retirement age in Germany and the UKScherger, Simone; Hagemann, Steffen; Hokema, Anna; Lux, Thomas
2012Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approachLux, Thomas
2012Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände: Verflechtungsstrukturen im Jahr 2010Milakovic, Mishael; Alfarano, Simone; Lux, Thomas
2012Core-periphery structure in the overnight money market: Evidence from the e-MID trading platformFricke, Daniel; Lux, Thomas
2012Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processesFinger, Karl; Fricke, Daniel; Lux, Thomas
2013Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal modelLux, Thomas
2013On assortative and disassortative mixing in scale-free networks: The case of interbank credit networksFricke, Daniel; Finger, Karl; Lux, Thomas
2013Hubs and resilience: Towards more realistic models of the interbank marketsMontagna, Mattia; Lux, Thomas
2013Effizienz und Stabilität von Finanzmärkten: Stehen wir vor einem Paradigmenwechsel?Lux, Thomas
2013On the distribution of links in the interbank network: Evidence from the e-mid overnight money marketFricke, Daniel; Lux, Thomas
2013Multifractal models in finance: Their origin, properties, and applicationsSegnon, Mawuli; Lux, Thomas
2013The effects of a financial transaction tax in an artificial financial marketFricke, Daniel; Lux, Thomas
2014A model of the topology of the bank-firm credit network and its role as channel of contagionLux, Thomas
2014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit RelationsFinger, Karl; Lux, Thomas