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The socio-economic dynamics of speculative markets - interacting agents, chaos, and the fat tails of return distributions
Lux, Thomas - In: Journal of economic behavior & organization : JEBO 33 (1997) 2, pp. 143-166
Persistent link: https://www.econbiz.de/10007362279
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1-2, pp. 169-196
Persistent link: https://www.econbiz.de/10006017939
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Integration von Wertpapiermarkt und Geldmarkt im Keynesschen Makromodell: Ein Kommentar
Lux, Thomas - In: Jahrbücher für Nationalökonomie und Statistik 214 (1995) 2, pp. 238-241
Persistent link: https://www.econbiz.de/10005997040
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Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - In: Journal of economic behavior & organization : JEBO 46 (2001) 3, pp. 327-342
Persistent link: https://www.econbiz.de/10006830791
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On Rational Bubbles and Fat Tails
Lux, Thomas; Sornette, Didier - In: Journal of money, credit and banking : JMCB 34 (2002) 3, pp. 589-610
Persistent link: https://www.econbiz.de/10006654209
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Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey
Lux, Thomas - In: Journal of economic behavior & organization : JEBO 72 (2009) 2, pp. 638-655
Persistent link: https://www.econbiz.de/10008329479
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The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility
Lux, Thomas - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 194-210
Persistent link: https://www.econbiz.de/10008221203
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The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas - In: Applied financial economics 11 (2001) 3, pp. 299-316
Persistent link: https://www.econbiz.de/10007670520
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Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Journal of economic dynamics & control 32 (2008) 1, pp. 101-136
Persistent link: https://www.econbiz.de/10007896301
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Introduction to special issue on ‘Applications of Statistical Physics in Economics and Finance’
Farmer, J.Doyne; Lux, Thomas - In: Journal of economic dynamics & control 32 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007896305