Concepedia

Thomas Lux

TL

38

Publications

1.8K

Citations

22

H-Index

2001

Active since

Affiliations

Christian-Albrechts-Universität zu Kiel(Current)

Kiel Institute for the World Economy

Deakin University

Thomas Lux is an author at Christian-Albrechts-Universität zu Kiel specializing in finance, business, and engineering.

Top concepts

EngineeringFinanceBusinessAsset PricingVolatility ModelingStatisticsForecastingMultivariate Stochastic VolatilityEconomicsFinancial Economics

Publications per year

2001–2021

38

Publications

38

The Financial Crisis and the Systemic Failure of Academic Economics

David Colander, Hans Föllmer, Armin Haas et al. · SSRN Electronic Journal · 2009 · 272 citations · Full text

The Markov-Switching Multifractal Model of Asset Returns

Thomas Lux · Journal of Business and Economic Statistics · 2008 · 168 citations

Volatility Modeling, Engineering, Bayesian Econometrics +19

Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data

Thomas Lux, Rangan Gupta · Energy Economics · 2016 · 111 citations

Volatility Modeling, Economic Forecasting, Engineering +11

Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching

Thomas Lux, Taisei Kaizoji · Journal of Economic Dynamics and Control · 2007 · 101 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +11

A model of the topology of the bank – firm credit network and its role as channel of contagion

Thomas Lux · Journal of Economic Dynamics and Control · 2016 · 90 citations · Full text

Financial System, Financial Network, Management +8

Rows per page

1–5 of 38