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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
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Relative forecasting performance of volatility models: Monte Carlo evidence
Lux, Thomas; Morales-Arias, Leonardo - In: Quantitative finance 13 (2013) 9, pp. 1375-1394
Persistent link: https://www.econbiz.de/10010186150
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Peer effects in professional analysts' choice of their portfolio of companies
Fang, Victor; Honvehlmann, Lutz; Lux, Thomas - In: Quantitative finance 22 (2022) 11, pp. 2125-2137
Persistent link: https://www.econbiz.de/10013490933
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Multilayer overlaps and correlations in the bank-firm credit network of Spain
Luu, Duc Thi; Lux, Thomas - In: Quantitative finance 19 (2019) 12, pp. 1953-1974
Persistent link: https://www.econbiz.de/10015123060