Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Markov-Switching Multi-Fra...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
65
Börsenkurs
36
Theory
36
Zeitreihenanalyse
32
Volatilität
28
Volatility
25
Prognoseverfahren
22
Time series analysis
19
interbank market
19
Finanzmarkt
18
Share price
18
Agent-based modeling
14
Agentenbasierte Modellierung
14
Anlageverhalten
13
Forecasting model
13
Schätzung
13
Kapitalertrag
12
network formation
12
Capital income
11
Kapitaleinkommen
11
Deutschland
10
GMM estimation
10
Soziale Beziehungen
10
Unternehmensnetzwerk
10
long memory
10
Financial market
9
Herd Behavior
9
Stochastischer Prozess
9
financial crisis
9
Aktienmarkt
8
Business network
8
Econophysics
8
Fat Tails
8
Forecasting
8
Physik
8
Speculative Dynamics
8
Statistische Verteilung
8
Volatility Clustering
8
contagion
8
network models
8
more ...
less ...
Online availability
All
Free
Undetermined
68
Type of publication
All
Book / Working Paper
382
Article
15
Type of publication (narrower categories)
All
Working Paper
124
Arbeitspapier
45
Graue Literatur
43
Non-commercial literature
43
Article
9
Article in journal
3
Aufsatz in Zeitschrift
3
Hochschulschrift
2
Systematic review
2
Übersichtsarbeit
2
Book Part
1
more ...
less ...
Language
All
English
277
Undetermined
100
German
17
Hungarian
2
French
1
Author
All
Lux, Thomas
212
Alfarano, Simone
30
Hwang, Soosung
21
Salmon, Mark
19
Gamba, Andrea
12
Gupta, Rangan
12
Sarno, Lucio
11
Kozhan, Roman
10
Marsili, Matteo
10
Liu, Ruipeng
9
Satchell, Steve
9
Wagner, Friedrich
9
Kaizoji, Taisei
8
Satchell, Stephen
8
Di Matteo, Tiziana
7
Schornstein, Sascha
7
Basu, Devraj
6
Finger, Karl
6
Föllmer, Hans
6
Haas, Armin
6
Luu, Duc Thi
6
Segnon, Mawuli
6
Stremme, Alexander
6
Valente, Giorgio
6
: Andrea Gamba
5
: Constantinos Antoniou
5
Bianconi, Ginwestra
5
Chu, Ba
5
Colander, David
5
Fricke, Daniel
5
Montagna, Mattia
5
Nasr, Adnen Ben
5
Oomen, Roel
5
: Arie E. Gozluklu
4
: Roman Kozhan
4
Ajmi, Ahdi Noomen
4
Coakley, Jerry
4
Colander, David C.
4
Corradi, Valentina
4
Franke, Reiner
4
more ...
less ...
Institution
All
Financial Econometrics Research Centre, Warwick Business School
200
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
28
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Institut für Weltwirtschaft (IfW)
4
Christian-Albrechts-Universität zu Kiel
2
Departament d'Economia, Universitat Jaume I
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
arXiv.org
2
College of Business
1
Department of Economics, Faculty of Economic and Management Sciences
1
Deutsche Bundesbank
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
School of Economics and Finance
1
Universita Politecnica delle Marche
1
Universita?t Kiel
1
University of Bonn, Germany
1
University of Western Sydney
1
Zentrum für Sozialpolitik, Universität Bremen
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Working Papers / Financial Econometrics Research Centre, Warwick Business School
200
Kiel Working Paper
33
Economics Working Paper
30
Economics working paper
28
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
20
FinMaP-Working Paper
11
Finmap working paper
11
FinMaP-Working Papers
8
Open Access Publications from Kiel Institute for the World Economy
4
Wirtschaftsdienst
3
Jahrbücher für Nationalökonomie und Statistik
2
MPRA Paper
2
Middlebury College Working Paper Series
2
Middlebury College working paper series
2
Papers / arXiv.org
2
Working Papers / Departament d'Economia, Universitat Jaume I
2
Bundesbank Series 1 Discussion Paper
1
Computational Economics
1
Computational economics
1
Discussion Paper Serie B
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
Discussion paper / Deutsche Bundesbank
1
Elemente volkswirtschaftlicher Forschung und Lehre: Festschrift für Sigurd Klatt zum 65. Geburtstag
1
Jahrbuch für Sozialwissenschaft
1
Journal of Forecasting
1
Middlebury College economics Discussion Paper
1
Middlebury College economics discussion paper
1
Networks and Spatial Economics
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
SN Business & Economics
1
Schumpeter Discussion Papers
1
Schumpeter discussion papers
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Wirtschaftswissenschaftliches Studium
1
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
1
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Working paper series / Financial Econometrics Research Centre
1
Working papers of the ZeS
1
more ...
less ...
Source
All
RePEc
247
EconStor
89
ECONIS (ZBW)
58
BASE
3
Showing
1
-
10
of
397
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Microscopic Models of Financial Markets
Samanidou, E.
;
Zschischang, E.
;
Stauffer, D.
;
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721484
Saved in:
2
Financial Power Laws: Empirical Evidence, Models, and Mechanism
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721501
Saved in:
3
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721516
Saved in:
4
Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching
Lux, Thomas
;
Kaizoji, Taisei
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010901352
Saved in:
5
Extreme Value Theory as a Theoretical Background for Power Law Behaviour
Alfarano, Simone
;
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010823395
Saved in:
6
Applications of Statistical Physics in Finance and Economics
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010823397
Saved in:
7
Collective Opinion Formation in a Business Climate Survey
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2007
Persistent link: https://www.econbiz.de/10004981040
Saved in:
8
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach
Wagner, Friedrich
;
Lux, Thomas
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981041
Saved in:
9
The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10004981060
Saved in:
10
Application of Statistical Physics in Finance and Economics
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2007
Persistent link: https://www.econbiz.de/10004981112
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
