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 1 21 292
A minimal noise trader model with realistic time series properties 0 0 0 96 1 2 15 408
A minimal noise trader model with realistic time series properties 0 0 0 73 1 1 14 337
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 0 12 904
Agent-based Models of Financial Markets 0 0 1 87 1 3 60 321
Applications of statistical physics in finance and economics 0 0 1 691 0 0 15 2,217
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 1 1 136 0 1 16 349
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 0 10 320
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 107 1 2 11 345
Financial power laws: Empirical evidence, models, and mechanism 1 1 4 264 1 2 38 629
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 0 14 568
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 3 3 20 1,015
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 1 1 30 751
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 0 0 13 224
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 3 13 137
Microscopic Models of Financial Markets 0 0 0 13 2 5 18 88
Microscopic models of financial markets 0 0 0 179 3 4 28 562
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 1 13 160
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 1 13 608
On Rational Bubbles and Fat Tails 0 0 0 45 1 2 26 161
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 0 1 13 224
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 1 1 23 381
The Financial Crisis and the Systemic Failure of Academic Economics 0 1 1 435 1 3 24 998
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 0 1 13 1,506
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 0 0 3 590 3 5 60 1,479
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 0 246 0 1 21 813
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 0 0 3 1,263
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 1 1 8 345
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 3 5 20 1,318
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 1 2 13 493
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 97 1 2 33 296
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 1 11 290
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 2 13 91
Total Working Papers 1 3 14 6,462 28 57 687 20,816

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 1 1 16 546
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 0 2 19 64
Empirical validation of stochastic models of interacting agents 0 0 0 27 1 1 16 146
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 1 1 1 210 2 5 43 746
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 1 4 34 359
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 0 2 31 1 1 16 133
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 2 3 12 239
Herd Behaviour, Bubbles and Crashes 0 7 21 1,872 1 12 77 4,426
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 0 1 14 234
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 0 1 10 445
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 0 0 8 200
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 0 18 599
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 0 10 103
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 1 1 17 260
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 0 2 13 288
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 1 2 10 406
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 1 1 424 2 5 28 895
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 128 0 1 42 414
Time variation of second moments from a noise trader/infection model 0 0 2 167 0 3 52 453
Turbulence in financial markets: the surprising explanatory power of simple cascade models 0 0 4 77 0 1 20 209
Welcome to JEIC 0 0 0 10 0 1 17 197
Total Journal Articles 1 9 36 4,185 13 47 516 12,136

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Statistics updated 2026-10-11