Thomas Lux
Thomas Lux
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Zitiert von
Zitiert von
Scaling and criticality in a stochastic multi-agent model of a financial market
T Lux, M Marchesi
Nature 397 (6719), 498-500, 1999
Herd behaviour, bubbles and crashes
T Lux
The economic journal 105 (431), 881-896, 1995
Volatility clustering in financial markets: a microsimulation of interacting agents
T Lux, M Marchesi
International journal of theoretical and applied finance 3 (04), 675-702, 2000
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions
T Lux
Journal of Economic Behavior & Organization 33 (2), 143-165, 1998
The financial crisis and the systemic failure of academic economics
D Colander, H Föllmer, A Haas, MD Goldberg, K Juselius, A Kirman, ...
Univ. of Copenhagen Dept. of Economics Discussion Paper, 2009
The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks
T Lux
Applied financial economics 6 (6), 463-475, 1996
The financial crisis and the systemic failure of the economics profession
D Colander, M Goldberg, A Haas, K Juselius, A Kirman, T Lux, B Sloth
Critical Review 21 (2-3), 249-267, 2009
Estimation of agent-based models: the case of an asymmetric herding model
S Alfarano, T Lux, F Wagner
Computational Economics 26, 19-49, 2005
Core–periphery structure in the overnight money market: evidence from the e-mid trading platform
D Fricke, T Lux
Computational Economics 45, 359-395, 2015
Agent-based models of financial markets
E Samanidou, E Zschischang, D Stauffer, T Lux
Reports on Progress in Physics 70 (3), 409, 2007
Worrying trends in econophysics
M Gallegati, S Keen, T Lux, P Ormerod
Physica A: Statistical Mechanics and its Applications 370 (1), 1-6, 2006
Stochastic behavioral asset-pricing models and the stylized facts
T Lux
Handbook of financial markets: Dynamics and evolution, 161-215, 2009
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
S Alfarano, T Lux, F Wagner
Journal of Economic Dynamics and Control 32 (1), 101-136, 2008
Time variation of second moments from a noise trader/infection model
T Lux
Journal of economic dynamics and control 22 (1), 1-38, 1997
On rational bubbles and fat tails
T Lux, D Sornette
Journal of Money, Credit, and Banking 34 (3), 589-610, 2002
The Markov-switching multifractal model of asset returns: GMM estimation and linear forecasting of volatility
T Lux
Journal of business & economic statistics 26 (2), 194-210, 2008
Market fluctuations I: Scaling, multiscaling, and their possible origins
A Bunde, J Kropp, HJ Schellnhuber, T Lux, M Ausloos
The science of disasters: Climate disruptions, heart attacks, and market …, 2002
Testing for non-linear structure in an artificial financial market
SH Chen, T Lux, M Marchesi
Journal of Economic Behavior & Organization 46 (3), 327-342, 2001
Economics crisis
T Lux, F Westerhoff
Nature Physics 5 (1), 2-3, 2009
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
T Lux, T Kaizoji
Journal of Economic Dynamics and Control 31 (6), 1808-1843, 2007
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