21
H index
25
i10 index
2342
Citations
Christian-Albrechts-Universität Kiel (50% share) | 21 H index 25 i10 index 2342 Citations RESEARCH PRODUCTION: 24 Articles 36 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Lux. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 4 |
Journal of Economic Behavior & Organization | 4 |
Computational Economics | 2 |
Quantitative Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 19 |
Papers / arXiv.org | 4 |
Computing in Economics and Finance 2002 / Society for Computational Economics | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document | |
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2021 | Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951. Full description at Econpapers || Download paper | |
2021 | Non-Extensive Value-at-Risk Estimation During Times of Crisis. (2020). Tehrani, Reza ; Asadi, Nazanin ; Namaki, Ali ; Hajihasani, Ahmad. In: Papers. RePEc:arx:papers:2005.09036. Full description at Econpapers || Download paper | |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper | |
2021 | Wealth rheology. (2021). Burda, Zdzislaw ; Snarska, Malgorzata ; Malarz, Krzysztof ; Krawczyk, Malgorzata J. In: Papers. RePEc:arx:papers:2105.08048. Full description at Econpapers || Download paper | |
2021 | Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659. Full description at Econpapers || Download paper | |
2021 | Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506. Full description at Econpapers || Download paper | |
2021 | Psychological dimension of adaptive trading in cryptocurrency markets. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2109.12166. Full description at Econpapers || Download paper | |
2022 | Investing in a cryptocurrency price bubble: speculative Ponzi schemes and cyclic stochastic price pumps. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2111.11315. Full description at Econpapers || Download paper | |
2022 | Machine Learning Simulates Agent-Based Model Towards Policy. (2022). Furtado, Bernardo ; Andreao, Gustavo Onofre. In: Papers. RePEc:arx:papers:2203.02576. Full description at Econpapers || Download paper | |
2022 | Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568. Full description at Econpapers || Download paper | |
2022 | An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772. Full description at Econpapers || Download paper | |
2022 | The Future of Traditional Fuel Vehicles (TFV) and New Energy Vehicles (NEV): Creative Destruction or Co-existence?. (2022). Zhi, Tianhao ; Zhang, Liang ; Huang, Zhaojia. In: Papers. RePEc:arx:papers:2207.03672. Full description at Econpapers || Download paper | |
2022 | DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks. (2022). Dyoub, Abeer ; de Gasperis, Giovanni ; della Penna, Giuseppe ; Letteri, Ivan. In: Papers. RePEc:arx:papers:2210.11532. Full description at Econpapers || Download paper | |
2022 | Liquidity based modeling of asset price bubbles via random matching. (2022). Oberpriller, Katharina ; Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2210.13804. Full description at Econpapers || Download paper | |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2022-01. Full description at Econpapers || Download paper | |
2021 | The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692. Full description at Econpapers || Download paper | |
2021 | Behavioral heterogeneity in return expectations across equity style portfolios. (2021). Stork, Philip ; Vidojevic, Milan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1225-1250. Full description at Econpapers || Download paper | |
2022 | Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:5-16. Full description at Econpapers || Download paper | |
2022 | A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2022). Proao, Christian ; Galanis, Giorgos ; di Guilmi, Corrado. In: Working Papers. RePEc:cgs:wpaper:106. Full description at Econpapers || Download paper | |
2022 | Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922. Full description at Econpapers || Download paper | |
2022 | Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334. Full description at Econpapers || Download paper | |
2021 | Expectation formation in finance and macroeconomics: A review of new experimental evidence. (2021). Hommes, Cars ; Bao, Te ; Pei, Jiaoying. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001350. Full description at Econpapers || Download paper | |
2021 | Supportive interactions in the noisy voter model. (2021). Kononovicius, Aleksejus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310183. Full description at Econpapers || Download paper | |
2022 | A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973. Full description at Econpapers || Download paper | |
2022 | The predictive power of power-laws: An empirical time-arrow based investigation. (2022). Kalda, Jaan ; di Tollo, Giacomo ; Andria, Joseph. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s096007792200635x. Full description at Econpapers || Download paper | |
2021 | From ants to fishing vessels: a simple model for herding and exploitation of finite resources. (2021). Kirman, Alan ; Benzaquen, Michael ; Fosset, Antoine ; Moran, Jose. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001044. Full description at Econpapers || Download paper | |
2021 | Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664. Full description at Econpapers || Download paper | |
2021 | Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718. Full description at Econpapers || Download paper | |
2022 | Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95. Full description at Econpapers || Download paper | |
2021 | Equilibrium indeterminacy and sunspot tales. (2021). Sorge, Marco ; Dave, Chetan. In: European Economic Review. RePEc:eee:eecrev:v:140:y:2021:i:c:s0014292121002348. Full description at Econpapers || Download paper | |
2021 | The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77. Full description at Econpapers || Download paper | |
2021 | A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation. (2021). Li, Hong Gang ; Guo, Xinshuai ; Wang, Binghong ; Shi, Leilei. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302465. Full description at Econpapers || Download paper | |
2021 | Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016. Full description at Econpapers || Download paper | |
2021 | From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053. Full description at Econpapers || Download paper | |
2022 | Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163. Full description at Econpapers || Download paper | |
2022 | Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369. Full description at Econpapers || Download paper | |
2022 | On the destabilizing nature of capital gains taxes. (2022). Westerhoff, Frank ; Gardini, Laura ; Dieci, Roberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002162. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin. (2022). Owusu, Phebe Asantewaa ; Ahmed, Maruf Yakubu ; Sarkodie, Samuel Asumadu. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001306. Full description at Econpapers || Download paper | |
2022 | Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846. Full description at Econpapers || Download paper | |
2022 | The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach. (2022). Pantelous, Athanasios A ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004621. Full description at Econpapers || Download paper | |
2022 | Economists in the 2008 financial crisis: Slow to see, fast to act. (2022). Raviv, Alon ; Mayer, Tamir ; Levy, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000158. Full description at Econpapers || Download paper | |
2021 | Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124. Full description at Econpapers || Download paper | |
2022 | The conditional impact of investor sentiment in global stock markets: A two-channel examination. (2022). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000589. Full description at Econpapers || Download paper | |
2021 | Financial crises: Uncovering self-organized patterns and predicting stock markets instability. (2021). Pammolli, F ; Pecora, N ; Flori, A ; Spelta, A. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:736-756. Full description at Econpapers || Download paper | |
2021 | An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348. Full description at Econpapers || Download paper | |
2021 | The double-edged role of social learning: Flash crash and lower total volatility. (2021). Wang, Xue ; Xiong, Xiong ; Zhang, Wei ; Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:405-420. Full description at Econpapers || Download paper | |
2021 | The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. (2021). Giansante, Simone ; Markose, Sheri ; Fatouh, Mahmoud. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953. Full description at Econpapers || Download paper | |
2021 | Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769. Full description at Econpapers || Download paper | |
2021 | Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158. Full description at Econpapers || Download paper | |
2021 | Sentiment: The bridge between financial markets and macroeconomy. (2021). Chen, Zhenxi ; Lin, Yaheng ; Lien, Donald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1177-1190. Full description at Econpapers || Download paper | |
2021 | Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673. Full description at Econpapers || Download paper | |
2021 | Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441. Full description at Econpapers || Download paper | |
2021 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136. Full description at Econpapers || Download paper | |
2021 | Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356. Full description at Econpapers || Download paper | |
2022 | Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498. Full description at Econpapers || Download paper | |
2022 | The influence of mobile trading on return dispersion and herding behavior. (2022). Wu, Chongfeng ; Diao, Xundi ; Li, Zhuolei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000622. Full description at Econpapers || Download paper | |
2021 | The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). di Matteo, T ; Magafas, L ; Brandi, Giuseppe ; Antoniades, I P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591. Full description at Econpapers || Download paper | |
2021 | Multi-scale transition matrix approach to time series. (2021). Yang, Huijie ; Gu, Changgui ; Weng, Tongfeng ; Zhang, Jing ; Semba, Sherehe ; Yuan, Qianshun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003897. Full description at Econpapers || Download paper | |
2021 | Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136. Full description at Econpapers || Download paper | |
2022 | A risk measure of the stock market that is based on multifractality. (2022). Chen, Liqing ; Zhang, Zilu ; Sun, QI ; Wang, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001960. Full description at Econpapers || Download paper | |
2022 | Agent-based modelling of the global phonographic market. (2022). Kwapie, Jarosaw ; Buda, Andrzej . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122001996. Full description at Econpapers || Download paper | |
2022 | Climate change and financial stability: Natural disaster impacts on global stock markets. (2022). Pammolli, Fabio ; Flori, Andrea ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:599:y:2022:i:c:s037843712200365x. Full description at Econpapers || Download paper | |
2022 | Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684. Full description at Econpapers || Download paper | |
2021 | Share pledge transactions as an investor sentiment indicator - Evidence from China. (2021). Ho Yin Yick, ; Wang, Jianli ; Zhu, Xiaoyu ; Lu, Hengzhen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:230-238. Full description at Econpapers || Download paper | |
2022 | Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604. Full description at Econpapers || Download paper | |
2022 | Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568. Full description at Econpapers || Download paper | |
2022 | Thirty years of herd behavior in financial markets: A bibliometric analysis. (2022). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Mendez, Christian Espinosa ; Choijil, Enkhbayar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001276. Full description at Econpapers || Download paper | |
2021 | Asset price dynamics in a “bull and bear market”. (2021). Perevalova, Tatyana ; Maklakova, Elena ; Jungeilges, Jochen. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:117-128. Full description at Econpapers || Download paper | |
2022 | A Conversation with Katarina Juselius. (2022). Paruolo, Paolo ; Mosconi, Rocco. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:20-:d:793014. Full description at Econpapers || Download paper | |
2021 | Searching for a Theory That Fits the Data: A Personal Research Odyssey. (2021). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:5-:d:490756. Full description at Econpapers || Download paper | |
2022 | Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021). (2022). giouvris, evangelos ; Zhang, Hang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:134-:d:769142. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Visions of Automation: A Comparative Discussion of Two Approaches. (2021). Frey, Philipp. In: Societies. RePEc:gam:jsoctx:v:11:y:2021:i:2:p:63-:d:576104. Full description at Econpapers || Download paper | |
2021 | Risk-Taking and Tail Events Across Trading Institutions. (2021). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice. In: Working Papers. RePEc:gat:wpaper:2117. Full description at Econpapers || Download paper | |
2022 | Foreign Exchange Multivariate Multifractal Analysis. (2022). Malevergne, Yannick ; Jaffres, Laurent ; Senneret, Marc ; Jaffard, Stephane ; Wendt, Herwig ; Abry, Patrice. In: Post-Print. RePEc:hal:journl:hal-03735497. Full description at Econpapers || Download paper | |
2022 | A Distributional Perspective on Primary Sources from Ancient Greece. (2021). Gauthier, Laurent. In: Working Papers. RePEc:hal:wpaper:hal-03315002. Full description at Econpapers || Download paper | |
2021 | Risk-Taking and Tail Events Across Trading Institutions. (2021). Cornand, Camille ; Corgnet, Brice ; Hanaki, Nobuyuki. In: Working Papers. RePEc:hal:wpaper:hal-03468913. Full description at Econpapers || Download paper | |
2021 | Risk-Taking and Tail Events Across Trading Institutions. (2021). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice. In: Working Papers. RePEc:hal:wpaper:halshs-03357898. Full description at Econpapers || Download paper | |
2021 | Zur Pluralitaet der oekonomischen Politikberatung in Deutschland. (2021). Pühringer, Stephan ; Puehringer, Stephan. In: ICAE Working Papers. RePEc:ico:wpaper:132. Full description at Econpapers || Download paper | |
2022 | Values-Based and Global Systemically Important Banks: Their Stability and the Impact of Regulatory Changes After the Financial Crisis on it. (2022). Utz, Sebastian ; Schafer, Theresa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09332-w. Full description at Econpapers || Download paper | |
2021 | Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback. (2021). Yu, Xiaohua ; Bao, Te ; Lu, Zhou. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10020-6. Full description at Econpapers || Download paper | |
2021 | Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8. Full description at Econpapers || Download paper | |
2021 | Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Li, Han Dong ; Zhou, Xuan ; Shi, YU ; Luo, Qixuan. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z. Full description at Econpapers || Download paper | |
2022 | Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9. Full description at Econpapers || Download paper | |
2022 | A New Strategy for Short-Term Stock Investment Using Bayesian Approach. (2022). Nguyen-Trang, Thao ; Le-Dai, Nghiep ; Che-Ngoc, HA ; Vo-Van, Tai. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10115-8. Full description at Econpapers || Download paper | |
2022 | Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0. Full description at Econpapers || Download paper | |
2022 | Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Chen, Siyan ; Desiderio, Saul. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5. Full description at Econpapers || Download paper | |
2021 | High-Frequency Volatility Forecasting of US Housing Markets. (2021). Wohar, Mark ; GUPTA, RANGAN ; Lesame, Keagile ; Segnon, Mawuli. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09745-w. Full description at Econpapers || Download paper | |
2021 | Disarray at the headquarters: Economists and Central bankers tested by the subprime and the COVID recessions. (2021). Costa, Gonalo Pessa ; Abreu, Alexandre ; Lou, Francisco ; Francisco Lou, . In: Industrial and Corporate Change. RePEc:oup:indcch:v:30:y:2021:i:2:p:273-296.. Full description at Econpapers || Download paper | |
2021 | Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317. Full description at Econpapers || Download paper | |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: MPRA Paper. RePEc:pra:mprapa:112008. Full description at Econpapers || Download paper | |
2022 | Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904. Full description at Econpapers || Download paper | |
2021 | Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng. In: Working Papers. RePEc:pre:wpaper:202178. Full description at Econpapers || Download paper | |
2022 | Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment. (2022). Pierdzioch, Christian ; Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202247. Full description at Econpapers || Download paper | |
2022 | Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir. In: Working Paper series. RePEc:rim:rimwps:22-04. Full description at Econpapers || Download paper | |
2022 | A Cautionary Tale of Fat Tails. (2022). Dressler, Scott ; Dave, Chetan ; Malik, Samreen. In: Working Papers. RePEc:ris:albaec:2022_001. Full description at Econpapers || Download paper | |
2021 | A Bibliometric Analysis of Behavioral Finance and Behavioral Accounting. (2021). Singh, Bharati. In: American Business Review. RePEc:ris:ambsrv:0044. Full description at Econpapers || Download paper | |
2022 | Transitions among states behind interactive agent model. (2022). Cheng, Po-Keng. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:28:y:2022:i:1:d:10.1007_s10588-021-09337-w. Full description at Econpapers || Download paper | |
2021 | Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xuezhong (Tony) ; Dieci, Roberto. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5. Full description at Econpapers || Download paper | |
2021 | Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Chen, Zhenxi ; Ru, Jing. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Journal of Economic Interaction and Coordination |
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2002 | On Rational Bubbles and Fat Tails..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 67 | article | |
2007 | Agent-based Models of Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 92 |
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2004 | The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2006 | The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
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2009 | The Financial Crisis and the Systemic Failure of Academic Economics.(2009) In: Middlebury College Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
2010 | Reintegrating the Social Sciences: The Dahlem Group In: Middlebury College Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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2003 | The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2004 | Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 3 |
2001 | On moment condition failure in German stock returns: an application of recent advances in extreme value statistics In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2007 | Empirical validation of stochastic models of interacting agents In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 21 |
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2001 | Power laws and long memory In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2001 | Turbulence in financial markets: the surprising explanatory power of simple cascade models In: Quantitative Finance. [Full Text][Citation analysis] | article | 20 |
2003 | Detecting multi-fractal properties in asset returns: The failure of the scaling estimator In: Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | A minimal noise trader model with realistic time series properties In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2006 | A minimal noise trader model with realistic time series properties.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2004 | Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Financial power laws: Empirical evidence, models, and mechanism In: Economics Working Papers. [Full Text][Citation analysis] | paper | 30 |
2007 | Applications of statistical physics in finance and economics In: Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Stochastic behavioral asset pricing models and the stylized facts In: Economics Working Papers. [Full Text][Citation analysis] | paper | 16 |
2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components In: Economics Working Papers. [Full Text][Citation analysis] | paper | 14 |
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