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Search: isPartOf:"Discussion paper / Sonderforschungsbereich 303, Information und die Koordination Wirtschaftlicher Aktivitäten, Projektbereich B, Rheinische Friedrich-Wilhelms-Universität Bonn"
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Lux, Thomas
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Schlag, Karl H.
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Schweizer, Martin
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> / Projektbereich Variable und Informationsabhängige Strukturen
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Discussion paper / B
47
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
12
Discussion paper / Sonderforschungsbereich 303, Information und die Koordination Wirtschaftlicher Aktivitäten, Projektbereich B, Rheinische Friedrich-Wilhelms-Universität Bonn
2
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ECONIS (ZBW)
49
USB Cologne (EcoSocSci)
12
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1
Multi-fractal processes as models for financial returns : a first assessment
Lux, Thomas
-
1999
Persistent link: https://www.econbiz.de/10001421283
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2
What is bounded rationality? : Paper prepared for the Dahlem conference 1999
Selten, Reinhard
-
1999
Persistent link: https://www.econbiz.de/10001392970
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3
On rational bubbles and fat tails
Lux, Thomas
;
Sornette, Didier
-
1999
Persistent link: https://www.econbiz.de/10001454330
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4
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10004551397
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5
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10004551718
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6
A note on the stochastic properties of German stock returns
Lux, Thomas
-
1998
Persistent link: https://www.econbiz.de/10004551719
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7
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt stock exchange
Lux, Thomas
-
1998
Persistent link: https://www.econbiz.de/10004551398
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8
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10004551399
Saved in:
9
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10004551444
Saved in:
10
Modeling market risk in a jump diffusion setting
Wiesenberg, Holger
-
1998
Persistent link: https://www.econbiz.de/10004551537
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