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~person:"Barhoumi, Karim"
~person:"Lux, Thomas"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Barhoumi, Karim
Lux, Thomas
Ciecka, James E.
7
Skoog, Gary R.
7
Bollerslev, Tim
4
Gupta, Rangan
4
Jang, Soocheong
4
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Applied financial economics
2
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
6
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1
Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
Saved in:
2
Dynamic factor models : a review of the literature
Barhoumi, Karim
;
Darné, Olivier
;
Ferrara, Laurent
- In:
Journal of business cycle measurement and analysis : a …
(
2013
)
2
,
pp. 73-107
Persistent link: https://www.econbiz.de/10010418850
Saved in:
3
A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone
;
Lux, Thomas
- In:
Macroeconomic dynamics
11
(
2007
),
pp. 80-101
Persistent link: https://www.econbiz.de/10003616333
Saved in:
4
Testing the number of factors : an empirical assessment for a forecasting purpose
Barhoumi, Karim
;
Darné, Olivier
;
Ferrara, Laurent
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10009733525
Saved in:
5
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
- In:
Applied financial economics
11
(
2001
)
3
,
pp. 299-315
Persistent link: https://www.econbiz.de/10001688787
Saved in:
6
The stable Paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas
- In:
Applied financial economics
6
(
1996
)
6
,
pp. 463-475
Persistent link: https://www.econbiz.de/10001217474
Saved in:
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