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Multi-fractal processes as models for financial returns : a first assessment
Lux, Thomas
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1999
Persistent link: https://www.econbiz.de/10001421283
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
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1998
Persistent link: https://www.econbiz.de/10001372561
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The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
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1998
Persistent link: https://www.econbiz.de/10001372568
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A note on the stochastic properties of German stock returns
Lux, Thomas
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1998
Persistent link: https://www.econbiz.de/10001372601
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Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
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1999
Persistent link: https://www.econbiz.de/10001372680
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