Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Christian-Albrechts-Universität zu Kiel (CAU)
Search
Search in:
All of EconStor
Christian-Albrechts-Universität zu Kiel (CAU)
Department of Economics, Universität Kiel
Economics Working Papers, Department of Economics, Universität Kiel
for
Current filters:
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Session
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 1-10 of 30.
Back
1
2
3
Next
Item hits:
Year of Publication
Title
Author(s)
2003
Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas
;
Schornstein, Sascha
2017
On the distribution of links in financial networks: Structural heterogeneity and functional form
Lux, Thomas
2005
A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone
;
Lux, Thomas
2017
Structural correlations in the Italian overnight money market: An analysis based on network configuration models
Luu, Duc Thi
;
Lux, Thomas
;
Yanovski, Boyan
2005
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
2003
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator
Lux, Thomas
2007
Applications of statistical physics in finance and economics
Lux, Thomas
2004
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas
2021
Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities
Sattarhoff, Cristina
;
Lux, Thomas
2020
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
Author
5
Alfarano, Simone
3
Luu, Duc Thi
2
Di Matteo, Tiziana
2
Kaizoji, Taisei
2
Liu, Ruipeng
2
Wagner, Friedrich
2
Yanovski, Boyan
1
Ajm, Ahdi Noomen
1
Gupta, Rangan
1
Nasr, Adnen Ben
.
next >
year of Publication
4
2020 - 2024
7
2010 - 2019
19
2003 - 2009