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person:"Beine, Michel"
subject:"EU-Staaten"
~person:"Lux, Thomas"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Beine, Michel
Lux, Thomas
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22
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22
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21
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16
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15
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ECONIS (ZBW)
10
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1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
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:
3
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
4
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:
5
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
6
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/10003675695
Saved in:
7
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/10002643241
Saved in:
8
Assessing a perfect European optimum currency area : a common cycles approach
Beine, Michel
;
Candelon, Bertrand
;
Hecq, Alain W. J.
- In:
Empirica : journal of european economics
27
(
2000
)
2
,
pp. 115-132
Persistent link: https://www.econbiz.de/10001539980
Saved in:
9
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
10
L'Union Economique et Monétaire Européenne à la lumière de la théorie des zones monétaires optimales : une revue de la littérature
Beine, Michel
- In:
Cahiers économiques de Bruxelles
(
1999
)
2
,
pp. 149-202
Persistent link: https://www.econbiz.de/10001402347
Saved in:
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