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Browsing All of EconStor by Author Lux, Thomas
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Showing results 1 to 20 of 89
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Year of Publication
Title
Author(s)
1991
Lagerhaltungszyklen aus der Sicht der neuen keynesianischen Makroökonomik
Lux, Thomas
1991
Tâtonnement-Prozeß und Cobweb-Theorem
Lux, Thomas
1992
The sequential trading approach to disequilibrium dynamics
Lux, Thomas
1993
Komparativ-statische Analyse eines rekonstruierten klassischen Makromodells
Lux, Thomas
2002
Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas
;
Schornstein, Sascha
2003
Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas
;
Schornstein, Sascha
2003
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator
Lux, Thomas
2003
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting
Lux, Thomas
2003
A minimal noise trader model with realistic time series properties
Alfarano, Simone
;
Lux, Thomas
2004
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas
2004
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models
Lux, Thomas
;
Kaizoji, Taisei
2005
A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone
;
Lux, Thomas
2005
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
2006
A minimal noise trader model with realistic time series properties
Alfarano, Simone
;
Lux, Thomas
2006
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
2006
Microscopic models of financial markets
Samanidou, Egle
;
Zschischang, Elmar
;
Stauffer, Dietrich
;
Lux, Thomas
2006
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
2006
Financial power laws: Empirical evidence, models, and mechanism
Lux, Thomas
2006
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas
2007
Applications of statistical physics in finance and economics
Lux, Thomas