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21
On moment condition failure in German stock returns : an application of recent advances in extreme value statistics
Lux, Thomas
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 641-652
Persistent link: https://www.econbiz.de/10001542138
Saved in:
22
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
Saved in:
23
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
(
1998
)
2
,
pp. 143-165
Persistent link: https://www.econbiz.de/10001237693
Saved in:
24
Tâtonnement-Prozeß und Cobweb-Theorem
Lux, Thomas
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
20
(
1991
)
5
,
pp. 245-248
Persistent link: https://www.econbiz.de/10001103923
Saved in:
25
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
Saved in:
26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
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
Saved in:
30
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
Saved in:
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