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INDIVIDUAL EXPECTATIONS AND AG...
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Börsenkurs
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Lux, Thomas
84
Hommes, Cars H.
20
Alfarano, Simone
15
Wagner, Friedrich
6
Kaizoji, Taisei
5
Boswijk, Herman Peter
4
Kopányi-Peuker, Anita
4
Manzan, Sebastiano
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Marchesi, Michele
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Morales-Arias, Leonardo
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Ghonghadze, Jaba
3
Sattarhoff, Cristina
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Sonnemans, Joep
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Veld, Daan in 't
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Anufriev, Mikhail
2
Chen, Shu-Heng
2
Fricke, Daniel
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Heitger, Florian
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Applied financial economics
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Experimental economics : a journal of the Economic Science Association
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Complexity and spatial networks : in search of simplicity
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Frankfurter volkswirtschaftliche Diskussionsbeiträge
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Handbook of financial markets : dynamics and evolution
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International journal of forecasting
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ECONIS (ZBW)
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EconStor
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1
Complexity, evolution and learning : empirical and experimental validation of heterogeneous expectations
Hommes, Cars H.
- In:
Complexity and spatial networks : in search of simplicity
,
(pp. 91-104)
.
2009
Persistent link: https://www.econbiz.de/10003908204
Saved in:
2
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:
3
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
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4
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:
5
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. 299-315
Persistent link: https://www.econbiz.de/10001688787
Saved in:
6
Sentiment dynamics and stock returns : the case of the German stock market
Lux, Thomas
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 663-679
Persistent link: https://www.econbiz.de/10009381344
Saved in:
7
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:
8
Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas
-
2008
Persistent link: https://www.econbiz.de/10008856295
Saved in:
9
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:
10
Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 161-215)
.
2009
Persistent link: https://www.econbiz.de/10003820630
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