Lux Thomas

Thomas Lux

Information about the author Thomas Lux will soon be added to the site.
Found 3 papers in total
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility
2014
Multifractal models have recently been introduced as a new type of...
Network analysis of the e‐MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
Network analysis of the e‐MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
2013
In this paper, we analyze the network properties of the Italian e‐MID data...
The stable Paretian hypothesis and the frequency of large returns: An empirical investigation
The stable Paretian hypothesis and the frequency of large returns: An empirical investigation
1996
This paper provides an analysis of daily returns for thirty German stocks forming the...
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