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 1 2 22 292
A minimal noise trader model with realistic time series properties 0 0 0 96 0 2 13 406
A minimal noise trader model with realistic time series properties 0 0 0 73 0 2 14 336
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 2 13 904
Agent-based Models of Financial Markets 0 1 3 87 0 3 61 318
Applications of statistical physics in finance and economics 0 0 1 691 0 1 15 2,217
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 1 1 1 136 1 2 16 349
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 0 11 320
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 1 1 107 0 1 10 343
Financial power laws: Empirical evidence, models, and mechanism 0 1 3 263 1 4 39 628
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 1 14 568
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 0 1 17 1,012
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 0 12 29 750
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 0 1 14 224
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 0 0 10 445
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 0 0 17 217
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 0 1 33 1 1 11 135
Microscopic Models of Financial Markets 0 0 0 13 1 1 15 84
Microscopic models of financial markets 0 0 0 179 0 0 24 558
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 2 13 159
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 1 12 607
On Rational Bubbles and Fat Tails 0 0 0 45 0 3 24 159
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 0 0 12 223
Reintegrating the Social Sciences: The Dahlem Group 0 0 0 155 0 0 5 261
Stochastic behavioral asset pricing models and the stylized facts 0 0 0 129 0 1 24 380
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 0 2 13 1,505
The Financial Crisis and the Systemic Failure of Academic Economics 1 1 1 435 1 5 23 996
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 0 0 3 590 0 5 57 1,474
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 0 246 0 1 20 812
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 0 0 4 1,263
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 0 0 7 344
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 0 1 15 1,313
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 97 0 2 32 294
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 0 12 491
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 1 11 289
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 2 11 89
Total Working Papers 2 5 15 6,461 6 62 660 20,765

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 0 1 161 0 2 17 545
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 2 2 20 64
Empirical validation of stochastic models of interacting agents 0 0 0 27 0 0 15 145
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 2 5 42 743
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 1 5 31 356
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 0 2 31 0 2 15 132
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 1 2 10 237
Herd Behaviour, Bubbles and Crashes 2 4 19 1,867 5 9 73 4,419
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 1 3 16 234
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 1 3 10 445
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 0 1 10 200
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 0 0 9 131
On Rational Bubbles and Fat Tails 0 0 0 0 0 1 20 599
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 0 0 5 279
Power laws and long memory 0 0 0 27 0 1 10 103
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 0 2 17 259
Testing for non-linear structure in an artificial financial market 0 0 1 161 0 0 10 364
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 0 1 111 1 1 12 287
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 0 1 9 404
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 0 2 423 1 5 26 891
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 2 128 1 8 44 414
Time variation of second moments from a noise trader/infection model 0 0 2 167 3 3 52 453
Turbulence in financial markets: the surprising explanatory power of simple cascade models 0 1 5 77 0 2 22 208
Welcome to JEIC 0 0 0 10 1 2 17 197
Total Journal Articles 2 6 36 4,178 20 60 512 12,109

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Statistics updated 2026-08-07