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 7 15 20 288
A minimal noise trader model with realistic time series properties 0 0 0 73 1 6 13 332
A minimal noise trader model with realistic time series properties 0 0 0 96 0 3 7 398
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 2 7 10 899
Agent-based Models of Financial Markets 0 0 2 86 8 36 51 299
Applications of statistical physics in finance and economics 0 1 1 691 2 11 14 2,213
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 0 135 3 8 11 342
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 2 8 11 318
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 3 7 339
Financial power laws: Empirical evidence, models, and mechanism 0 0 2 262 1 11 21 607
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 1 5 7 560
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 1 5 7 1,000
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 4 10 13 733
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 2 10 11 221
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 0 4 8 441
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 4 10 14 212
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 1 1 1 33 1 2 5 128
Microscopic Models of Financial Markets 0 0 0 13 0 5 11 79
Microscopic models of financial markets 0 0 0 179 4 12 16 548
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 0 5 9 153
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 3 7 10 604
On Rational Bubbles and Fat Tails 0 0 0 45 0 10 19 150
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 6 9 12 221
Reintegrating the Social Sciences: The Dahlem Group 0 0 0 155 0 3 5 259
Stochastic behavioral asset pricing models and the stylized facts 0 0 0 129 4 12 17 370
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 434 2 10 19 988
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 1 8 11 1,502
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 0 0 4 588 3 26 58 1,459
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 1 246 0 9 16 806
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 1 1 5 1,263
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 1 5 5 342
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 0 6 13 1,309
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 7 12 490
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 1 1 97 1 25 30 291
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 1 6 8 285
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 8 9 86
Total Working Papers 2 3 12 6,454 66 328 515 20,535

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 0 1 2 161 1 7 20 538
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 2 13 19 60
Empirical validation of stochastic models of interacting agents 0 0 0 27 1 9 11 140
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 3 16 31 729
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 1 1 106 6 19 24 347
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 1 1 1 30 2 7 8 125
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 0 1 5 230
Herd Behaviour, Bubbles and Crashes 0 6 30 1,858 3 27 83 4,386
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 0 7 9 227
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 2 5 7 441
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 1 5 8 198
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 1 8 9 131
On Rational Bubbles and Fat Tails 0 0 0 0 4 12 17 594
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 0 1 2 275
Power laws and long memory 0 0 0 27 0 5 9 101
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 7 10 13 254
Testing for non-linear structure in an artificial financial market 1 1 1 161 2 7 10 363
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 0 1 110 0 5 8 281
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 1 5 6 401
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 0 3 423 3 11 22 883
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 2 24 38 402
Time variation of second moments from a noise trader/infection model 0 1 2 167 0 39 50 449
Turbulence in financial markets: the surprising explanatory power of simple cascade models 0 2 6 76 2 11 19 201
Welcome to JEIC 0 0 1 10 2 9 10 189
Total Journal Articles 2 13 49 4,165 45 263 438 11,945

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04