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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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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
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Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372570
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A note on the stochastic properties of German stock returns
Lux, Thomas - 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 - 1999
Persistent link: https://www.econbiz.de/10001372680
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On rational bubbles and fat tails
Lux, Thomas; Sornette, Didier - 1999
Persistent link: https://www.econbiz.de/10001454330