Access Statistics for Thomas Lux

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A minimal noise trader model with realistic time series 0 0 0 2 5 9 13 281
A minimal noise trader model with realistic time series properties 0 0 0 73 5 5 12 331
A minimal noise trader model with realistic time series properties 0 0 0 96 1 5 7 398
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 3 5 8 897
Agent-based Models of Financial Markets 0 0 4 86 18 28 45 291
Applications of statistical physics in finance and economics 0 1 2 691 5 9 13 2,211
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 0 135 3 6 8 339
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 5 6 9 316
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 2 5 7 339
Financial power laws: Empirical evidence, models, and mechanism 0 2 2 262 6 14 20 606
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 2 4 6 559
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 2 4 6 999
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 4 8 9 729
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 7 8 9 219
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 5 6 10 208
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 3 6 9 441
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 0 0 32 1 2 5 127
Microscopic Models of Financial Markets 0 0 0 13 4 7 13 79
Microscopic models of financial markets 0 0 1 179 5 10 13 544
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 55 5 6 9 153
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 3 6 7 601
On Rational Bubbles and Fat Tails 0 0 0 45 6 13 19 150
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 2 3 7 215
Reintegrating the Social Sciences: The Dahlem Group 0 0 0 155 2 3 5 259
Stochastic behavioral asset pricing models and the stylized facts 0 0 0 129 5 8 13 366
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 434 5 11 17 986
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 4 7 11 1,501
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 0 0 7 588 11 26 59 1,456
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 1 246 6 11 18 806
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 0 0 6 1,262
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 3 4 6 341
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 3 8 15 1,309
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 2 10 13 490
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 11 26 30 290
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 3 5 8 284
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 5 8 9 86
Total Working Papers 0 3 17 6,452 162 302 474 20,469

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 1 1 2 161 4 6 19 537
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 10 12 17 58
Empirical validation of stochastic models of interacting agents 0 0 0 27 5 9 10 139
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 6 20 29 726
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 1 1 106 10 15 18 341
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 0 0 29 4 5 6 123
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 1 2 6 230
Herd Behaviour, Bubbles and Crashes 2 6 31 1,858 13 27 89 4,383
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 5 7 9 227
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 1 4 6 439
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 4 5 7 197
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 5 7 9 130
On Rational Bubbles and Fat Tails 0 0 0 0 6 9 13 590
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 1 1 2 275
Power laws and long memory 0 0 0 27 4 6 9 101
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 3 4 6 247
Testing for non-linear structure in an artificial financial market 0 0 0 160 3 6 9 361
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 0 3 110 4 5 11 281
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 2 4 5 400
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 0 5 423 4 9 22 880
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 9 27 36 400
Time variation of second moments from a noise trader/infection model 0 1 2 167 20 47 50 449
Turbulence in financial markets: the surprising explanatory power of simple cascade models 2 3 6 76 8 10 17 199
Welcome to JEIC 0 0 1 10 4 7 10 187
Total Journal Articles 5 12 52 4,163 136 254 415 11,900

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Statistics updated 2026-02-12