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~institution:"Financial Econometrics Research Centre, Warwick Business School"
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Hwang, Soosung
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: Andrea Gamba
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Financial Econometrics Research Centre, Warwick Business School
Institut für Weltwirtschaft (IfW)
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arXiv.org
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
28
Society for Computational Economics - SCE
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Conference Quantifying and Understanding Dysfunctions of Financial Markets <2010, Löwen>
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Deutsche Bundesbank
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Working Papers / Financial Econometrics Research Centre, Warwick Business School
203
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Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching
Kaizoji, Taisei
;
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10004981138
Saved in:
2
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:
3
A Noise Trader Model as a Generator of Apparant Power Laws and Long Memory
Lux, Thomas
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721494
Saved in:
4
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:
5
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:
6
Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721519
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
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