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 12 19 288
A minimal noise trader model with realistic time series properties 0 0 0 73 1 7 12 333
A minimal noise trader model with realistic time series properties 0 0 0 96 3 4 8 401
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 5 8 899
Agent-based Models of Financial Markets 0 0 2 86 9 35 58 308
Applications of statistical physics in finance and economics 0 0 1 691 0 7 12 2,213
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 0 135 0 6 9 342
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 8 12 319
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 2 7 339
Financial power laws: Empirical evidence, models, and mechanism 0 0 2 262 5 12 25 612
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 3 6 10 563
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 4 7 10 1,004
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 0 8 12 733
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 0 9 11 221
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 1 10 15 213
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 2 5 8 443
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 1 1 33 4 6 8 132
Microscopic Models of Financial Markets 0 0 0 13 1 5 11 80
Microscopic models of financial markets 0 0 0 179 6 15 21 554
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 7 153
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 6 10 604
On Rational Bubbles and Fat Tails 0 0 0 45 4 10 22 154
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 2 10 13 223
Reintegrating the Social Sciences: The Dahlem Group 0 0 0 155 0 2 5 259
Stochastic behavioral asset pricing models and the stylized facts 0 0 0 129 4 13 20 374
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 434 1 8 20 989
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 1 6 11 1,503
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 1 1 5 589 5 19 58 1,464
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 1 246 0 6 15 806
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 0 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 0 4 5 342
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 0 3 12 1,309
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 97 1 13 30 292
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 1 3 12 491
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 3 7 10 288
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 0 5 8 86
Total Working Papers 1 3 13 6,455 62 290 539 20,597

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 6 12 539
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 1 13 20 61
Empirical validation of stochastic models of interacting agents 0 0 0 27 4 10 14 144
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 4 13 35 733
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 1 17 25 348
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 1 1 30 0 6 8 125
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 1 2 5 231
Herd Behaviour, Bubbles and Crashes 3 5 30 1,861 15 31 92 4,401
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 0 5 9 227
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 0 3 7 441
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 0 5 8 198
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 0 6 9 131
On Rational Bubbles and Fat Tails 0 0 0 0 1 11 18 595
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 2 3 4 277
Power laws and long memory 0 0 0 27 0 4 9 101
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 1 11 14 255
Testing for non-linear structure in an artificial financial market 0 1 1 161 0 5 10 363
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 0 1 110 1 5 9 282
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 0 3 6 401
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 0 3 423 1 8 23 884
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 1 12 37 403
Time variation of second moments from a noise trader/infection model 0 0 2 167 1 21 50 450
Turbulence in financial markets: the surprising explanatory power of simple cascade models 0 2 6 76 4 14 22 205
Welcome to JEIC 0 0 0 10 1 7 10 190
Total Journal Articles 3 10 48 4,168 40 221 456 11,985

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Statistics updated 2026-04-09