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

8

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SSRN CITATIONS
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Top 14,862

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18

CROSSREF CITATIONS

41

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, 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 4,869 (1,617)
Citation 89

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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 ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 794 (30,885)
Citation 2

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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 744 (33,722)
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
Downloads 284 (109,530)
Citation 10

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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 25 (504,611)

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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:

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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

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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

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