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 9 20 290
A minimal noise trader model with realistic time series properties 0 0 0 96 3 6 11 404
A minimal noise trader model with realistic time series properties 0 0 0 73 1 3 13 334
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 3 5 11 902
Agent-based Models of Financial Markets 0 0 2 86 7 24 64 315
Applications of statistical physics in finance and economics 0 0 1 691 3 5 15 2,216
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator 0 0 0 135 5 8 14 347
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 4 13 320
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 3 3 10 342
Financial power laws: Empirical evidence, models, and mechanism 0 0 2 262 12 18 37 624
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 4 8 14 567
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 7 12 17 1,011
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 5 9 17 738
Genetic Learning and the Stylized Facts of Foreign Exchange Markets 0 0 0 0 2 4 13 223
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 38 4 9 18 217
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 124 2 4 10 445
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments 0 1 1 33 2 7 10 134
Microscopic Models of Financial Markets 0 0 0 13 3 4 14 83
Microscopic models of financial markets 0 0 0 179 4 14 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 4 4 11 157
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 2 5 12 606
On Rational Bubbles and Fat Tails 0 0 0 45 2 6 22 156
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 45 0 8 12 223
Reintegrating the Social Sciences: The Dahlem Group 0 0 0 155 2 2 7 261
Stochastic behavioral asset pricing models and the stylized facts 0 0 0 129 5 13 24 379
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 589 0 2 11 1,503
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 0 434 2 5 20 991
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility 1 2 5 590 5 13 59 1,469
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility 0 0 1 246 5 5 20 811
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 2 3 7 344
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting 0 0 0 561 3 3 15 1,312
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 97 0 2 30 292
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 1 12 491
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence 0 0 0 100 0 4 10 288
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence 0 0 0 14 1 1 9 87
Total Working Papers 1 4 13 6,456 106 234 631 20,703

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 2 161 4 6 16 543
A note on the stability of endogenous cycles in Diamond's model of search and barter 0 0 0 13 1 4 21 62
Empirical validation of stochastic models of interacting agents 0 0 0 27 1 6 15 145
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 5 12 39 738
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 3 10 27 351
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations 1 2 2 31 5 7 13 130
Genetic learning as an explanation of stylized facts of foreign exchange markets 0 0 0 64 4 5 9 235
Herd Behaviour, Bubbles and Crashes 2 5 28 1,863 9 27 93 4,410
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 4 4 13 231
Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets 0 0 0 145 1 3 8 442
Long-term stochastic dependence in financial prices: evidence from the German stock market 0 0 0 68 1 2 9 199
New Advances in Financial Economics: Heterogeneity and Simulation 0 0 0 43 0 1 9 131
On Rational Bubbles and Fat Tails 0 0 0 0 3 8 19 598
On moment condition failure in German stock returns: an application of recent advances in extreme value statistics 0 0 0 84 2 4 6 279
Power laws and long memory 0 0 0 27 1 1 10 102
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey 0 0 0 48 2 10 16 257
Testing for non-linear structure in an artificial financial market 0 1 1 161 1 3 11 364
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 1 1 2 111 4 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 2 3 8 403
The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 0 0 3 423 2 6 25 886
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 3 6 38 406
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 0 0 6 76 1 7 22 206
Welcome to JEIC 0 0 0 10 5 8 15 195
Total Journal Articles 4 9 48 4,172 64 149 505 12,049

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Statistics updated 2026-05-06