Thomas Lux

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Publications in SciGraph latest 50 shown

  • 2018-10-19 On the distribution of links in financial networks: structural heterogeneity and functional in EMPIRICAL ECONOMICS
  • 2018-10 Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach in COMPUTATIONAL ECONOMICS
  • 2017-09-26 Network Effects and Systemic Risk in the Banking Sector in MONETARY POLICY, FINANCIAL CRISES, AND THE MACROECONOMY
  • 2016-01 Network Approaches to Interbank Markets: Foreword in COMPUTATIONAL ECONOMICS
  • 2015-12 On the distribution of links in the interbank network: evidence from the e-MID overnight money market in EMPIRICAL ECONOMICS
  • 2015-04 The effects of a financial transaction tax in an artificial financial market in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION
  • 2015-03 Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform in COMPUTATIONAL ECONOMICS
  • 2013-06 Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes in COMPUTATIONAL MANAGEMENT SCIENCE
  • 2013-05 Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach in ANNALS OF FINANCE
  • 2012-11 Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände in WIRTSCHAFTSDIENST
  • 2011-12 Sentiment dynamics and stock returns: the case of the German stock market in EMPIRICAL ECONOMICS
  • 2011-12 Identification of a core-periphery structure among participants of a business climate survey in THE EUROPEAN PHYSICAL JOURNAL B
  • 2010-06 The small core of the German corporate board network in COMPUTATIONAL AND MATHEMATICAL ORGANIZATION THEORY
  • 2008-09 New Advances in Financial Economics: Heterogeneity and Simulation in COMPUTATIONAL ECONOMICS
  • 2007-01 Empirical validation of stochastic models of interacting agents in THE EUROPEAN PHYSICAL JOURNAL B
  • 2007 A Minimal Noise Trader Model with Realistic Time Series Properties in LONG MEMORY IN ECONOMICS
  • 2005-08 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model in COMPUTATIONAL ECONOMICS
  • 2005 Econophysics of Wealth Distributions: Workshop Summaries in ECONOPHYSICS OF WEALTH DISTRIBUTIONS
  • 2005 Emergent Statistical Wealth Distributions in Simple Monetary Exchange Models: A Critical Review in ECONOPHYSICS OF WEALTH DISTRIBUTIONS
  • 2002 Micro-Simulations of Financial Markets and the Stylized Facts in EMPIRICAL SCIENCE OF FINANCIAL FLUCTUATIONS
  • 2000-12 On moment condition failure in German stock returns: an application of recent advances in extreme value statistics in EMPIRICAL ECONOMICS
  • 1999-02 Scaling and criticality in a stochastic multi-agent model of a financial market in NATURE
  • 1992-06 A note on the stability of endogenous cycles in Diamond's model of search and barter in JOURNAL OF ECONOMICS
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