Lux, Thomas, 1962-....
Lux, Thomas
Thomas Lux economist (Christian-Albrechts-Universität Kiel; Universitat Jaume I)
VIAF ID: 73038048 (Personal)
Permalink: http://viaf.org/viaf/73038048
Preferred Forms
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- 100 1 _ ‡a Lux, Thomas ‡d 1962-
- 100 1 _ ‡a Lux, Thomas ‡d 1962-
- 100 1 0 ‡a Lux, Thomas, ‡d 1962-
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- 100 1 _ ‡a Lux, Thomas, ‡d 1962-....
- 100 0 _ ‡a Thomas Lux ‡c economist (Christian-Albrechts-Universität Kiel; Universitat Jaume I)
4xx's: Alternate Name Forms (3)
5xx's: Related Names (17)
- 551 _ _ ‡a Bamberg ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Bank of Spain
- 510 2 _ ‡a Bank of Spain ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Bonn ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Christian-Albrechts-Universität zu Kiel ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Christian-Albrechts-Universität zu Kiel ‡b Institut für Volkswirtschaftslehre ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Christian-Albrechts-Universität Kiel / Institut für Volkswirtschaftslehre
- 551 _ _ ‡a Frankfurt am Main ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Institut für Weltwirtschaft ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Institut für Volkswirtschaftslehre
- 510 2 _ ‡a Institut für Volkswirtschaftslehre Kiel
- 510 2 _ ‡a Institut für Weltwirtschaft
- 551 _ _ ‡a Kiel ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Universitat Jaume I ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University Castell´on
- 510 2 _ ‡a University Castell´on ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Kiel
Works
Title | Sources |
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Complex dynamics in speculative markets a survey of the evidence and some implications for theoretical analysis | |
Contagion risk in the interbank market : A probabilistic approach to cope with incomplete structural information | |
Coping with the complexity of economics | |
Detecting multi-fractal properties in asset returns the failure of the "scaling estimator" | |
Empirical Applications of Network and Random Matrix Theories to Economic and Financial Complex Systems | |
Endogenous noise in speculative markets | |
Essays on Economic Sentiment Dynamics and Asymmetric Multifractal Models of Financial Volatility | |
Exact solutions for the transient densities of continuous-time Markov switching models : With an application to the poisson multifractal model | |
financial crisis and the systemic failure of academic economics | |
Friendship between banks : An application of an actor-oriented model of network formation on interbank credit relations | |
Genetic learning as an explanation of stylized facts of foreign exchange markets | |
Herd behavior, bubbles, and crashes | |
Inference for systems of stochastic differential equations from discretely sampled data : A numerical maximum likelihood approach | |
interbank network; structural correlations; clustering coefficients; configuration models; network reconstruction | |
Keynesianische Stabilisierungspolitik in neokeynesianischen Modellen, c1990: | |
The limiting extremal behaviour of speculative returns an analysis of intra daily data from the Frankfurt stock exchange | |
Long term stochastic dependence in financial prices evidence from the German stock market | |
Mass psychology in action : identification of social interaction effects in the German stock market | |
multi-fractal model of asset returns its estimation via GMM and its use for volatility forecasting | |
Multi-fractal processes as models for financial returns a first assessment | |
Multifractal models in finance : Their origin, properties, and applications | |
Multifractality and long-range dependence of asset returns : The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components | |
Network analysis of the e-MID overnight money market : The informational value of different aggregation levels for intrinsic dynamic processes | |
Nonlinear dynamics and heterogenous interacting agents | |
note on the stochastic properties of German stock returns | |
On assortative and disassortative mixing in scale-free networks : The case of interbank credit networks | |
On rational bubbles and fat tails | |
Ratchet effects and "hysteresis" in a dynamic insider outsider model | |
Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey | |
Reintegrating the social sciences The Dahlem Group | |
Scaling and critically in a stochastic multi-agent model of a financial market | |
sequential trading approach to disequilibrium dynamics | |
small core of the German corporate board network : New evidence from 2010 | |
Stability and instability in interurban/regional labor and capital movements a comment on Dendrinos' model | |
The stable paretian hypothesis and the frequency of large returns an examination of major German stocks | |
Sunday : poems | |
Switching rates and the asymptotic behavior of herding models | |
Testing for non-linear structure in an artificial financial market | |
Time variation of second moments from a noise trader/infection model | |
Volatility clustering in financial markets a micro-simulation of interactive agents |