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 2 2 22 294
A minimal noise trader model with realistic time series properties 0 0 0 73 1 2 12 338
A minimal noise trader model with realistic time series properties 0 0 0 96 3 5 18 411
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 6 6 18 910
Agent-based Models of Financial Markets 0 0 1 87 1 4 59 322
Applications of statistical physics in finance and economics 0 0 1 691 1 1 16 2,218
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 1 136 2 2 18 351
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 1 11 321
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 107 1 3 12 346
Financial power laws: Empirical evidence, models, and mechanism 0 1 4 264 7 8 44 636
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 1 1 14 569
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 1 1 1 362 2 5 22 1,017
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 3 4 33 754
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 2 2 15 226
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 0 0 15 217
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 1 1 11 446
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 0 1 33 1 3 13 138
Microscopic Models of Financial Markets 0 0 0 13 3 7 19 91
Microscopic models of financial markets 0 0 0 179 2 6 30 564
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 2 14 161
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 2 3 15 610
On Rational Bubbles and Fat Tails 0 0 0 45 0 2 24 161
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 2 3 14 226
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 3 4 26 384
The Financial Crisis and the Systemic Failure of Academic Economics 1 1 1 590 2 3 14 1,508
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 1 435 3 5 26 1,001
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 0 0 2 590 4 9 53 1,483
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 0 246 1 2 19 814
The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation 0 0 0 241 1 1 2 1,264
The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting 0 0 0 3 3 4 11 348
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 1 6 18 1,319
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 1 3 14 494
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 97 1 3 33 297
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 1 2 12 291
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 2 3 15 6,464 66 117 715 20,882

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 0 1 161 3 4 18 549
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 3 3 21 67
Empirical validation of stochastic models of interacting agents 0 0 0 27 2 3 18 148
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 1 2 2 211 5 8 45 751
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 2 5 35 361
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 0 0 2 31 2 3 17 135
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 2 4 13 241
Herd Behaviour, Bubbles and Crashes 4 9 24 1,876 8 15 78 4,434
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 2 2 16 236
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 1 1 11 446
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 5 5 13 205
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 1 1 9 132
On Rational Bubbles and Fat Tails 0 0 0 0 2 2 20 601
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 3 3 8 282
Power laws and long memory 0 0 0 27 1 1 9 104
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 0 1 17 260
Testing for non-linear structure in an artificial financial market 0 0 1 161 1 1 10 365
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 0 0 1 111 1 2 13 289
The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange 0 0 0 102 3 5 13 409
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 1 1 424 1 5 25 896
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 128 4 4 45 418
Time variation of second moments from a noise trader/infection model 0 0 1 167 0 0 51 453
Turbulence in financial markets: the surprising explanatory power of simple cascade models 0 0 4 77 1 2 21 210
Welcome to JEIC 0 0 0 10 1 1 18 198
Total Journal Articles 5 12 39 4,190 54 81 544 12,190

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12