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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SSRN RANKINGS

Top 16,390

in Total Papers Citations

24

CROSSREF CITATIONS

42

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 5,322 (1,719)
Citation 98

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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 818 (35,194)
Citation 7

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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 767 (38,493)
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 352 (101,564)
Citation 13

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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 41 (493,075)

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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
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

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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