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~person:"Lux, Thomas"
~subject:"Economic growth"
~subject:"Share price"
~subject:"Vereinigte Staaten"
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Economic growth
Share price
Vereinigte Staaten
Volatilität
66
Volatility
61
Theorie
49
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41
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40
Börsenkurs
37
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32
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29
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Lux, Thomas
Gupta, Rangan
144
Caporale, Guglielmo Maria
93
Jorgenson, Dale Weldeau
72
Stulz, René M.
64
Broadberry, Stephen N.
61
McAleer, Michael
59
Gordon, Robert J.
50
Williamson, Jeffrey G.
49
Bloom, Nicholas
46
Pierdzioch, Christian
45
Wohar, Mark E.
45
Hautsch, Nikolaus
43
Gil-Alaña, Luis A.
41
Bekaert, Geert
40
Bollerslev, Tim
40
Ma, Feng
40
Davis, Steven J.
39
Miller, Stephen M.
38
Prescott, Edward C.
38
Bouri, Elie
36
Fernald, John G.
36
Campbell, John Y.
33
Crafts, Nicholas
33
Engle, Robert F.
33
Rousseau, Peter L.
33
Spagnolo, Nicola
33
Madura, Jeff
32
Morck, Randall
32
Pesaran, M. Hashem
32
Bohl, Martin T.
31
Karanasos, Menelaos
31
Lettau, Martin
31
Aghion, Philippe
29
Bordo, Michael D.
29
Ryu, Doojin
29
Stambaugh, Robert F.
29
Balcilar, Mehmet
28
Salisu, Afees A.
28
Siklos, Pierre L.
28
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
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2
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Economics working paper
6
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5
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1
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International journal of forecasting
1
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1
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ECONIS (ZBW)
29
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1
Multifractal models, intertrade durations and return
volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
2
Evolvement of uniformity and
volatility
in the stressed global financial village
Kenett, Dror Y.
;
Raddant, Matthias
;
Lux, Thomas
; …
-
2011
quantify inter-market relations. The approach is based on the correlations between the market index, the index
volatility
, the …
Persistent link: https://www.econbiz.de/10009354737
Saved in:
3
Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics
Ghonghadze, Jaba
-
2013
Persistent link: https://www.econbiz.de/10009706287
Saved in:
4
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
5
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000962112
Saved in:
6
The limiting extremal behaviour of speculative returns : an analysis of intra daily data from the Frankfurt stock exchange
Lux, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000637403
Saved in:
7
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
-
1998
Persistent link: https://www.econbiz.de/10001372568
Saved in:
8
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price
volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
9
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price
volatility
Ghonghadze, Jaba
;
Lux, Thomas
-
2015
form the best linear forecasts for future
volatility
we find that the behavioral model generates sensible forecasts that …
Persistent link: https://www.econbiz.de/10010501932
Saved in:
10
Forecasting daily variations of stock index returns with a multifractal model of realized
volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
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