Browsing All of EconStor by Author Lux, Thomas

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Year of PublicationTitleAuthor(s)
1991 Lagerhaltungszyklen aus der Sicht der neuen keynesianischen MakroökonomikLux, Thomas
1991 Tâtonnement-Prozeß und Cobweb-TheoremLux, Thomas
1992 The sequential trading approach to disequilibrium dynamicsLux, Thomas
1993 Komparativ-statische Analyse eines rekonstruierten klassischen MakromodellsLux, Thomas
2002 Genetic learning as an explanation of stylized facts of foreign exchange marketsLux, Thomas; Schornstein, Sascha
2003 Detecting multi-fractal properties in asset returns: The failure of the scaling estimatorLux, Thomas
2003 The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecastingLux, Thomas
2003 A minimal noise trader model with realistic time series propertiesAlfarano, Simone; Lux, Thomas
2003 Genetic learning as an explanation of stylized facts of foreign exchange marketsLux, Thomas; Schornstein, Sascha
2004 The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2004 Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory modelsLux, Thomas; Kaizoji, Taisei
2005 A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone; Lux, Thomas
2005 Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approachAlfarano, Simone; Lux, Thomas; Wagner, Friedrich
2006 Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switchingLux, Thomas; Kaizoji, Taisei
2006 The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2006 Microscopic models of financial marketsSamanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; Lux, Thomas
2006 Financial power laws: Empirical evidence, models, and mechanismLux, Thomas
2006 Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approachAlfarano, Simone; Lux, Thomas; Wagner, Friedrich
2006 A minimal noise trader model with realistic time series propertiesAlfarano, Simone; Lux, Thomas
2007 True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range DependenceLiu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas