Thomas Lux

University of Bonn - Economic Science Area

Adenauerallee 24-42

D-53113 Bonn

Germany

University of Kiel - Institute of Economics

Olshausenstr. 40

D-24118 Kiel, 24098

Germany

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,338

SSRN RANKINGS

Top 6,338

in Total Papers Downloads

5,617

CITATIONS
Rank 9,623

SSRN RANKINGS

Top 9,623

in Total Papers Citations

45

Scholarly Papers (8)

1.

The Financial Crisis and the Systemic Failure of Academic Economics

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-03
Number of pages: 18 Posted: 11 Mar 2009
Middlebury College - Department of Economics, Humboldt University of Berlin, Potsdam-Institut für Klimafolgenforschung (PIK), University of New Hampshire, University of Copenhagen - Department of Economics, GREQAM, University of Kiel - Institute of Economics and University of Copenhagen
Downloads 2,974 (1,563)
Citation 21

Abstract:

financial crisis, academic moral hazard, ethic responsibility of researchers

2.

On Rational Bubbles and Fat Tails

SFB 303 Working Paper No. B-458
Number of pages: 19 Posted: 28 Jul 2000
Thomas Lux and Didier Sornette
University of Kiel - Institute of Economics and Swiss Finance Institute
Downloads 747 (25,271)
Citation 15

Abstract:

rational bubbles, random difference equations, multiplicative processes, rational bubbles, random difference equations, multiplicative processes, fat tails.

3.

Multi-Fractal Processes as Models for Financial Returns: A First Assessment

Working Paper No. B-456
Number of pages: 18 Posted: 14 Nov 1999
Thomas Lux
University of Kiel - Institute of Economics
Downloads 696 (27,795)

Abstract:

4.

Empirical Validation of Agent-Based Models

Number of pages: 98 Posted: 05 Mar 2017
Thomas Lux and Remco C. J. Zwinkels
University of Kiel - Institute of Economics and Vrije Universiteit Amsterdam
Downloads 0 (310,663)

Abstract:

agent-based models, heterogeneous agent models, empirical methods

5.

Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets

Bundesbank Series 1 Discussion Paper No. 2002,29
Number of pages: 46 Posted: 08 Jun 2016
Thomas Lux and Sascha Schornstein
University of Kiel - Institute of Economics and London School of Economics & Political Science (LSE)
Downloads 0 (492,809)
Citation 9

Abstract:

Learning, Genetic algorithms, Exchange rate dynamics

6.

Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behavior of the Marcov-Switching Multifractal Model with Lognormal Volatility Components

Advances in Complex Systems, Vol. 11, No. 5, pp. 669-684, 2008
Posted: 19 Apr 2010
Tiziana Di Matteo, Thomas Lux and Ruipeng Liu
Australian National University (ANU) - Department of Applied Mathematics, University of Kiel - Institute of Economics and Deakin University

Abstract:

Markov-switching multifractal, scaling, Hurst exponent

7.

On Moment Condition Failure in German Stock Returns: An Application of Recent Advances in Extreme Value Statistics

Empirical Economics, Vol. 25, No. 4, April 2000
Posted: 10 Apr 2001
Thomas Lux
University of Kiel - Institute of Economics

Abstract:

stock returns, extreme value theory, tail index estimation

8.

Testing for Non-Linear Structure in an Artificial Financial Market

SFB (Sonderforschungsbereich)303 Discussion Paper No. B - 447
Posted: 14 Nov 1999
National Chengchi University (NCCU) - Department of Economics, University of Kiel - Institute of Economics and Universita di Cagliari - Department of Electrical and Electronic Engineering

Abstract: