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 2 20 290
A minimal noise trader model with realistic time series properties 0 0 0 96 2 8 13 406
A minimal noise trader model with realistic time series properties 0 0 0 73 2 4 14 336
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 1 4 12 903
Agent-based Models of Financial Markets 0 0 2 86 1 17 62 316
Applications of statistical physics in finance and economics 0 0 1 691 1 4 15 2,217
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 0 135 0 5 14 347
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 2 13 320
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 3 10 342
Financial power laws: Empirical evidence, models, and mechanism 1 1 3 263 3 20 40 627
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 7 14 567
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 0 11 16 1,011
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 11 16 28 749
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 0 2 13 223
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 0 4 10 445
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 0 5 18 217
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 0 1 33 0 6 10 134
Microscopic Models of Financial Markets 0 0 0 13 0 4 14 83
Microscopic models of financial markets 0 0 0 179 0 10 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 1 5 12 158
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 2 11 606
On Rational Bubbles and Fat Tails 0 0 0 45 1 7 23 157
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 0 2 12 223
Reintegrating the Social Sciences: The Dahlem Group 0 0 0 155 0 2 7 261
Stochastic behavioral asset pricing models and the stylized facts 0 0 0 129 0 9 24 379
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 1 2 12 1,504
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 434 1 4 21 992
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 0 2 5 590 3 13 61 1,472
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 0 246 0 5 19 811
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 0 0 5 1,263
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 0 2 7 344
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 1 4 15 1,313
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 1 12 491
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 97 2 3 32 294
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 1 4 11 289
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 1 9 87
Total Working Papers 1 3 13 6,457 32 200 653 20,735

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 5 15 543
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 0 2 21 62
Empirical validation of stochastic models of interacting agents 0 0 0 27 0 5 15 145
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 1 10 40 739
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 4 8 31 355
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 1 2 31 2 7 15 132
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 1 6 10 236
Herd Behaviour, Bubbles and Crashes 1 6 25 1,864 2 26 87 4,412
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 2 6 15 233
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 0 1 8 442
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 1 2 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 4 19 598
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 0 4 6 279
Power laws and long memory 0 0 0 27 1 2 10 103
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 2 5 18 259
Testing for non-linear structure in an artificial financial market 0 0 1 161 0 1 11 364
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 1 2 111 0 5 13 286
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 1 3 9 404
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 0 3 423 2 5 25 888
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 4 8 42 410
Time variation of second moments from a noise trader/infection model 0 0 2 167 0 1 50 450
Turbulence in financial markets: the surprising explanatory power of simple cascade models 1 1 6 77 1 6 22 207
Welcome to JEIC 0 0 0 10 1 7 16 196
Total Journal Articles 2 9 44 4,174 25 129 517 12,074

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Statistics updated 2026-06-04