Narrow search
Showing 71 - 80 of 724
Cover Image
Tâtonnement-Prozeß und Cobweb-Theorem
Lux, Thomas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 20 (1991) 5, pp. 245-248
Persistent link: https://www.econbiz.de/10001103923
Cover Image
The stable Paretian hypothesis and the frequency of large returns : an examination of major German stocks
Lux, Thomas - 1994
Persistent link: https://www.econbiz.de/10000901822
Cover Image
Time variation of second moments from a noise trader infection model
Lux, Thomas - In: Journal of economic dynamics & control 22 (1997/98) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
Cover Image
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
Cover Image
Corridor stability in the Dendrinos model of regional factor movements
Lux, Thomas - In: Geographical analysis : an international journal of … 27 (1995) 4, pp. 360-368
Persistent link: https://www.econbiz.de/10001189060
Cover Image
Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas - In: Quantitative finance 21 (2021) 9, pp. 1413-1433
Persistent link: https://www.econbiz.de/10012624143
Cover Image
Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - In: Annals of finance 9 (2013) 2, pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
Cover Image
Estimation of an agent-based model of investor sentiment formation in financial markets
Lux, Thomas - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1284-1302
Persistent link: https://www.econbiz.de/10009655681
Cover Image
A model of the topology of the bank : firm credit network and its role as channel of contagion
Lux, Thomas - In: Journal of economic dynamics & control 66 (2016), pp. 36-53
Persistent link: https://www.econbiz.de/10011708361
Cover Image
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas - In: Journal of economic dynamics & control 91 (2018), pp. 391-408
Persistent link: https://www.econbiz.de/10011974212