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~person:"Lux, Thomas"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Thesis"
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Estimation
17
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16
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9
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8
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8
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6
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Lux, Thomas
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
Chang, Tsangyao
98
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
81
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
66
Lee, Chien-chiang
63
Zaremba, Adam
62
Kumbhakar, Subal
56
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56
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54
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54
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53
Pierdzioch, Christian
52
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Xuan Vinh Vo
45
McMillan, David G.
44
Holmes, Mark J.
41
McAleer, Michael
41
Payne, James E.
41
Hammoudeh, Shawkat
40
Tsionas, Efthymios G.
39
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Schneider, Friedrich
37
Afonso, António
36
MacDonald, Ronald
36
Pradhan, Rudra Prakash
36
Brooks, Robert
35
Ma, Feng
35
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35
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34
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic dynamics & control
2
Annals of finance
1
Computational Management Science : CMS
1
Computational economics
1
International journal of forecasting
1
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ECONIS (ZBW)
17
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1
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10
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17
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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
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
3
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
4
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:
5
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
6
Essays on economic growth and business cycle dynamics
Stolzenburg, Ulrich
-
2015
Persistent link: https://www.econbiz.de/10010486270
Saved in:
7
Complex interactions in financial markets
Finger, Karl
-
2014
Persistent link: https://www.econbiz.de/10011305495
Saved in:
8
Network analysis of the e-MID overnight money market : the informational value of different aggregation levels for intrinsic dynamic processes
Finger, Karl
;
Fricke, Daniel
;
Lux, Thomas
- In:
Computational Management Science : CMS
10
(
2013
)
2/3
,
pp. 187-211
Persistent link: https://www.econbiz.de/10009757791
Saved in:
9
Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas
- In:
Annals of finance
9
(
2013
)
2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
Saved in:
10
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:
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