Thomas Lux

University of Kiel - Institute of Economics

Olshausenstr. 40

D-24118 Kiel, 24098

Germany

University of Bonn - Economic Science Area

Adenauerallee 24-42

D-53113 Bonn

Germany

SCHOLARLY PAPERS

9

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8,992

SSRN CITATIONS
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Top 23,387

in Total Papers Citations

48

CROSSREF CITATIONS

7

Scholarly Papers (9)

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, Institute for Advanced Sustainability Studies, University of New Hampshire, University of Copenhagen - Department of Economics, GREQAM, University of Kiel - Institute of Economics and University of Copenhagen
Downloads 6,691 (2,134)
Citation 124

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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 Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 879 (52,516)
Citation 12

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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 825 (57,303)
Citation 2

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4.

Empirical Validation of Agent-Based Models

In: C. Hommes and B. LeBaron (eds), Handbook of Computational Economics 4, pp: 437-488.
Number of pages: 115 Posted: 05 Mar 2017 Last Revised: 12 Nov 2018
Thomas Lux and Remco C. J. Zwinkels
University of Kiel - Institute of Economics and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 456 (121,042)
Citation 14

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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 96 (513,072)
Citation 4

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Learning, Genetic algorithms, Exchange rate dynamics

6.

Multilayer Interdependencies in the Banking System of Japan: Correlation Dynamics and Determinants

Number of pages: 49 Posted: 30 Nov 2023
Léonard de Vinci Pôle Universitaire, University of Hyogo, Graduate School of Information Science, University of Hyogo - Graduate School of Information Science, affiliation not provided to SSRN and University of Kiel - Institute of Economics
Downloads 45 (760,810)

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Loan Correlations, Stock Return Correlations, Systemic Risk, Principal Component Analysis, Correlation Filtered Methods, Determinants of Correlations

7.

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
King’s College London, University of Kiel - Institute of Economics and Deakin University

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Markov-switching multifractal, scaling, Hurst exponent

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stock returns, extreme value theory, tail index estimation

9.

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

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