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 0 0 1 267
A minimal noise trader model with realistic time series properties 0 1 2 73 0 1 3 318
A minimal noise trader model with realistic time series properties 0 1 1 96 0 2 2 390
A noise trader model as a generator of apparent financial power laws and long memory 0 3 6 258 0 3 8 888
Agent-based Models of Financial Markets 1 2 2 81 1 2 5 237
Applications of statistical physics in finance and economics 0 0 0 689 0 0 2 2,196
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 0 135 0 0 0 331
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 1 2 304
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 0 1 331
Financial power laws: Empirical evidence, models, and mechanism 0 0 1 257 0 1 2 579
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 0 3 553
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 0 0 1 990
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 1 1 243 0 1 4 710
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 0 0 1 210
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 0 0 0 431
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 0 0 1 198
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 1 1 32 0 1 1 121
Microscopic Models of Financial Markets 0 0 1 13 0 0 1 64
Microscopic models of financial markets 0 0 0 178 0 2 7 524
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components 0 0 0 54 0 0 0 142
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 0 0 593
On Rational Bubbles and Fat Tails 0 0 1 44 0 0 4 129
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 0 0 0 207
Reintegrating the Social Sciences: The Dahlem Group 0 0 1 155 0 0 3 253
Stochastic behavioral asset pricing models and the stylized facts 0 1 2 128 0 3 6 351
The Financial Crisis and the Systemic Failure of Academic Economics 0 1 1 587 2 6 17 1,475
The Financial Crisis and the Systemic Failure of Academic Economics 0 1 2 433 1 2 8 967
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 1 4 10 578 5 12 30 1,386
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 0 244 1 2 7 771
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 0 1 5 1,253
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 0 0 1 335
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 0 0 1 1,292
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 132 0 1 4 475
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 0 0 1 258
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 0 0 276
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 0 1 77
Total Working Papers 2 17 33 6,421 11 41 133 19,882


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 3 159 0 1 5 514
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 0 0 0 41
Empirical validation of stochastic models of interacting agents 0 0 1 25 0 0 2 126
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 0 0 3 694
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 104 2 2 7 322
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 0 0 29 0 1 1 115
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 0 0 0 221
Herd Behaviour, Bubbles and Crashes 4 18 36 1,799 5 24 84 4,226
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 1 105 0 0 4 217
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 1 145 1 1 3 432
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 3 68 0 0 4 189
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 0 0 0 120
On Rational Bubbles and Fat Tails 0 0 0 0 0 0 5 573
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 0 0 0 273
Power laws and long memory 0 0 1 27 0 0 1 92
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 0 2 3 239
Testing for non-linear structure in an artificial financial market 0 0 1 159 0 0 1 349
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 1 2 105 0 2 5 267
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 0 0 0 395
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 1 1 3 412 1 3 10 847
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 5 124 1 4 14 357
Time variation of second moments from a noise trader/infection model 0 0 0 165 0 0 0 398
Turbulence in financial markets: the surprising explanatory power of simple cascade models 2 2 5 68 3 3 10 172
Welcome to JEIC 0 0 0 9 0 1 2 175
Total Journal Articles 7 24 63 4,066 13 44 164 11,354


Statistics updated 2024-05-04