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Financial Econometrics Research Centre, Warwick Business School
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Working Papers / Financial Econometrics Research Centre, Warwick Business School
Kiel Working Paper
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Die Relevanz von Erbschaften für die Alterssicherung : Forschungsbericht für das Forschungsnetzwerk Alterssicherung (FNA) der Deutschen Rentenversicherung Bund
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Essays on real-financial interactions and on the application of network and random matrix theories to economic data
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Microscopic Models of Financial Markets
Samanidou, E.
;
Zschischang, E.
;
Stauffer, D.
;
Lux, Thomas
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Financial Econometrics Research Centre, Warwick …
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2006
Persistent link: https://www.econbiz.de/10010721484
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2
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
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3
Financial Power Laws: Empirical Evidence, Models, and Mechanism
Lux, Thomas
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Financial Econometrics Research Centre, Warwick …
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2006
Persistent link: https://www.econbiz.de/10010721501
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4
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
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5
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
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6
Forecasting Volatility and Volume in the Tokyo Stock Market: Long Memory, Fractality and Regime Switching
Lux, Thomas
;
Kaizoji, Taisei
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Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010901352
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7
Extreme Value Theory as a Theoretical Background for Power Law Behaviour
Alfarano, Simone
;
Lux, Thomas
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Financial Econometrics Research Centre, Warwick …
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2006
Persistent link: https://www.econbiz.de/10010823395
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8
Applications of Statistical Physics in Finance and Economics
Lux, Thomas
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Financial Econometrics Research Centre, Warwick …
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2006
Persistent link: https://www.econbiz.de/10010823397
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9
Collective Opinion Formation in a Business Climate Survey
Lux, Thomas
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Financial Econometrics Research Centre, Warwick …
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2007
Persistent link: https://www.econbiz.de/10004981040
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10
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
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