Thomas Lux - Concepedia

Author

Thomas Lux

Christian-Albrechts-Universität zu Kiel ORCID

Also Known As

Hernández-Cámara, Pablo, Lux, Thomas, T. C. H. Lux, T. Lux, THOMAS LUX, Thomas C. H. Lux, Thomas C.H. Lux, Thomas Lux

108

Publications

2.1K

Citations

H-Index

Concepts

All Affiliations

Christian-Albrechts-Universität zu Kiel Kiel Institute for the World Economy Bank of Spain Virginia Tech Deakin University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	15	17	1K
2	Engineering	14	19	747
3	Computer Engineering	5	5	70
4	Management	4	4	239
5	Natural Sciences	3	3	35

Thomas Lux

Publications

1.8K

Citations

H-Index

Page 1

	Year	Citations
The Financial Crisis and the Systemic Failure of Academic Economics David Colander, Hans Föllmer, Armin Haas, SSRN Electronic Journal	2009	272
The Markov-Switching Multifractal Model of Asset Returns Thomas Lux Journal of Business and Economic Statistics Volatility ModelingEngineeringBayesian EconometricsTime Series EconometricsFinancial Mathematics	2008	168
Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data Thomas Lux, Rangan Gupta Energy Economics Volatility ModelingEconomic ForecastingEngineeringAsset PricingPredictive Analytics	2016	111
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 Volatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingMarket Trend	2007	101
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 Financial SystemFinancial NetworkManagementLoansBusiness	2016	90
Evolvement of Uniformity and Volatility in the Stressed Global Financial Village Dror Y. Kenett, Matthias Raddant, Thomas Lux, PLoS ONE	2012	79
Emergence of a core-periphery structure in a simple dynamic model of the interbank market Thomas Lux Journal of Economic Dynamics and Control Simple Dynamic ModelMonetary PolicyEconomicsMacroeconomicsFinancial Integration	2014	77
Turbulence in financial markets: the surprising explanatory power of simple cascade models Thomas Lux Quantitative Finance Empirical FinanceVolatility ModelingFinancial MarketsFinancial Network AnalysisAsset Pricing	2001	71
Estimation of agent-based models using sequential Monte Carlo methods Thomas Lux Journal of Economic Dynamics and Control Agent-based SystemEngineeringAgent-based ModelsMonte Carlo MethodsAgent-based Model	2018	71
Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching Adnen Ben Nasr, Thomas Lux, Ahdi Noomen Ajmi, International Review of Economics & Finance Volatility ModelingFinancial EconomicsAsset PricingMarket TrendQuantitative Finance	2016	63

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