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subject:"Schock"
subject:"Volatilität"
~person:"Lux, Thomas"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Lux, Thomas
Gupta, Rangan
105
Pierdzioch, Christian
41
Ma, Feng
36
Wohar, Mark E.
34
Bahmani-Oskooee, Mohsen
33
McMillan, David G.
33
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30
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Xuan Vinh Vo
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23
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23
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21
Kumar, Dilip
21
Salisu, Afees A.
21
Mensi, Walid
19
Gil-Alaña, Luis A.
18
Apergēs, Nikolaos
17
Kang, Sang Hoon
17
Herwartz, Helmut
16
Marcellino, Massimiliano
16
Nonejad, Nima
16
Rashid, Abdul
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Belke, Ansgar
15
Demirer, Rıza
15
Döpke, Jörg
15
Li, Jia
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Moosa, Imad A.
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Yin, Libo
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14
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
3
Sentiment dynamics and stock returns : the case of the German stock market
Lux, Thomas
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 663-679
Persistent link: https://www.econbiz.de/10009381344
Saved in:
4
Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855
Saved in:
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