European University Institute Library
Lux, Thomas
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Lux, Thomas
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Lux, Thomas
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2
Testing for non-linear structure in an artificial financial market
Nonlinear dynamics and heterogenous interacting agents, Thomas Lux, Stefan Reitz, Eleni Samanidou (eds.)
Creator of
6
A note on the stochastic properties of German stock returns
On rational bubbles and fat tails
Multi-fractal processes as models for financial returns, multi-fractal processes as models for financial returns ; a first assessment
Scaling and criticality in a stochastic multi-agent model of a financial market
Volatility clustering in financial markets, a micro-simulation of interacting agents
The limiting extremal behaviour of speculative returns, an analysis of intra-daily data from the Frankfurt stock exchange
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