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Erscheinungsjahr	Titel	Autor:innen
1991	Lagerhaltungszyklen aus der Sicht der neuen keynesianischen Makroökonomik	Lux, Thomas
1991	Tâtonnement-Prozeß und Cobweb-Theorem	Lux, Thomas
1992	The sequential trading approach to disequilibrium dynamics	Lux, Thomas
1993	Komparativ-statische Analyse eines rekonstruierten klassischen Makromodells	Lux, Thomas
2002	Genetic learning as an explanation of stylized facts of foreign exchange markets	Lux, Thomas; Schornstein, Sascha
2003	Genetic learning as an explanation of stylized facts of foreign exchange markets	Lux, Thomas; Schornstein, Sascha
2003	Detecting multi-fractal properties in asset returns: The failure of the scaling estimator	Lux, Thomas
2003	The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting	Lux, Thomas
2003	A minimal noise trader model with realistic time series properties	Alfarano, Simone; Lux, Thomas
2004	The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility	Lux, Thomas
2004	Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models	Lux, Thomas; Kaizoji, Taisei
2005	A noise trader model as a generator of apparent financial power laws and long memory	Alfarano, Simone; Lux, Thomas
2005	Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach	Alfarano, Simone; Lux, Thomas; Wagner, Friedrich
2006	A minimal noise trader model with realistic time series properties	Alfarano, Simone; Lux, Thomas
2006	Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching	Lux, Thomas; Kaizoji, Taisei
2006	Microscopic models of financial markets	Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; Lux, Thomas
2006	Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach	Alfarano, Simone; Lux, Thomas; Wagner, Friedrich
2006	Financial power laws: Empirical evidence, models, and mechanism	Lux, Thomas
2006	The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility	Lux, Thomas
2007	Applications of statistical physics in finance and economics	Lux, Thomas

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