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The stable paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - 1995
Persistent link: https://www.econbiz.de/10000541206
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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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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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Herd behaviour, bubbles and crashes
Lux, Thomas - In: The economic journal : the journal of the Royal … 105 (1995) 431, pp. 881-896
Persistent link: https://www.econbiz.de/10001184712
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The stable Paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - In: Applied financial economics 6 (1996) 6, pp. 463-475
Persistent link: https://www.econbiz.de/10001217474
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Long term stochastic dependence in financial prices : evidence from the German stock market
Lux, Thomas - 1996
Persistent link: https://www.econbiz.de/10000588475