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Publications

by alumni of

Bayerische Julius-Maximilians-Universität Würzburg → Wirtschaftswissenschaftliche Fakultät → Volkswirtschaftliches Institut

University of Wurzburg → Faculty of Economics and Business Administration → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2020

  1. Donado, Alejandro, 2020, "Why do they just do it? A theory of outsourcing and working conditions," MPRA Paper, University Library of Munich, Germany, number 104584, Dec.

2014

  1. Donado, Alejandro, 2014, "Foreign Languages and their Impact on Income and Unemployment," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100288.

2013

  1. Donado, Alejandro, 2013, "Why Do Unionized Workers Have More Nonfatal Occupational Injuries?," Working Papers, University of Heidelberg, Department of Economics, number 0551, Dec.

2012

  1. Donado, Alejandro. & Wälde, Klaus., 2012, "Globalization, trade unions and labour standards in the North," ILO Working Papers, International Labour Organization, number 994694483402676.

2011

  1. Alejandro Donado & Klaus Wälde, 2011, "How Trade Unions Increase Welfare," CESifo Working Paper Series, CESifo, number 3618.

2010

  1. Alejandro DONADO & Klaus WALDE, 2010, "How Bad is Globalization for Labour Standards in the North?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010028, Aug.
  2. David Colander & Roland Kupers & Thomas Lux & Casey Rothschild, 2010, "Reintegrating the Social Sciences: The Dahlem Group," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 1033, Oct.
  3. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2010, "Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation," MPRA Paper, University Library of Munich, Germany, number 24719.
  4. Alfarano, Simone & Lux, Thomas, 2010, "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper, University Library of Munich, Germany, number 24718.

2009

  1. Hommes, C.H. & Lux, T., 2009, "Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-03.
  2. David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009, "The Financial Crisis and the Systemic Failure of Academic Economics," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0901, Mar.

2008

  1. Alejandro Donado & Klaus Wälde, 2008, "Trade Unions Go Global!," CESifo Working Paper Series, CESifo, number 2368.
  2. Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008, "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-09.
  3. Lux, Thomas, 2008, "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-07.
  4. Lux, Thomas, 2008, "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-08.

2007

  1. Lux, Thomas, 2007, "Applications of statistical physics in finance and economics," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-05.
  2. Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007, "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-06.
  3. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007, "Agent-based Models of Financial Markets," Papers, arXiv.org, number physics/0701140, Jan.

2006

  1. Lux, Thomas, 2006, "The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-17.
  2. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006, "Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-16.
  3. Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006, "Microscopic models of financial markets," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-15.
  4. Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
  5. Lux, Thomas, 2006, "Financial power laws: Empirical evidence, models, and mechanism," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-12.

2005

  1. Alfarano, Simone & Lux, Thomas, 2005, "A noise trader model as a generator of apparent financial power laws and long memory," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-13.

2004

  1. Taisei Kaizoji & Thomas Lux, 2004, "Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 158, Aug.
  2. Lux, Thomas & Kaizoji, Taisei, 2004, "Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2004-05.

2003

  1. Thomas Lux, 2003, "The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting," Computing in Economics and Finance 2003, Society for Computational Economics, number 14, Aug.
  2. Alfarano, Simone & Lux, Thomas, 2003, "A minimal noise trader model with realistic time series properties," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-15.
  3. Lux, Thomas, 2003, "Detecting multi-fractal properties in asset returns: The failure of the scaling estimator," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-14.

2002

  1. Simone Alfarano & Thomas Lux, 2002, "A minimal noise trader model with realistic time series," Computing in Economics and Finance 2002, Society for Computational Economics, number 317, Jul.
  2. Thomas Lux & Sascha Schornstein, 2002, "Genetic Learning and the Stylized Facts of Foreign Exchange Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 22, Jul.
  3. Lux, Thomas & Schornstein, Sascha, 2002, "Genetic learning as an explanation of stylized facts of foreign exchange markets," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2002,29.

2001

  1. Thomas Lux, 2001, "The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation," Computing in Economics and Finance 2001, Society for Computational Economics, number 62, Apr.
  2. Taisei Kaizoji & Thomas Lux, 2001, "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 2A.3, Jan.

1999

  1. Thomas Lux & D. Sornette, 1999, "On Rational Bubbles and Fat Tails," Papers, arXiv.org, number cond-mat/9910141, Oct.

Journal articles

2024

  1. Donado, Alejandro & Kuckelkorn, Benedikt & Weigelt, Yannik & Seeger, Daniel, 2024, "Daten als eigenständiges Vermögensgut in den Volkswirtschaftlichen Gesamtrechnungen - ein Werkstattbericht," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, volume 76, issue 4, pages 58-70.

2021

  1. Alejandro Donado, 2021, "Why do they JUST DO IT? A Theory of Outsourcing and Working Conditions," Open Economies Review, Springer, volume 32, issue 3, pages 559-586, July, DOI: 10.1007/s11079-020-09609-z.

2017

  1. Alejandro Donado, 2017, "Foreign Languages and their Impact on Unemployment," LABOUR, CEIS, volume 31, issue 3, pages 265-287, September.

2015

  1. Alejandro Donado, 2015, "Why Do Unionized Workers Have More Nonfatal Occupational Injuries?," ILR Review, Cornell University, ILR School, volume 68, issue 1, pages 153-183, January.

2012

  1. Alejandro Donado & Klaus Wa¨lde, 2012, "How trade unions increase welfare," Economic Journal, Royal Economic Society, volume 122, issue 563, pages 990-1009, September, DOI: j.1468-0297.2012.02513.x.

2010

  1. Lux, Thomas & Morales-Arias, Leonardo, 2010, "Forecasting volatility under fractality, regime-switching, long memory and student-t innovations," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2676-2692, November.

2009

  1. Lux, Thomas, 2009, "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Journal of Economic Behavior & Organization, Elsevier, volume 72, issue 2, pages 638-655, November.

2008

  1. Farmer, J. Doyne & Lux, Thomas, 2008, "Introduction to special issue on `Applications of Statistical Physics in Economics and Finance'," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 1, pages 1-6, January.
  2. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008, "Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 1, pages 101-136, January.
  3. Silvano Cincotti & Laura Gardini & Thomas Lux, 2008, "New Advances in Financial Economics: Heterogeneity and Simulation," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 1-2, September, DOI: 10.1007/s10614-008-9126-6.
  4. Lux, Thomas, 2008, "The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 194-210, April.

2007

  1. Alfarano, Simone & Lux, Thomas, 2007, "A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue S1, pages 80-101, November.
  2. Lux, Thomas & Kaizoji, Taisei, 2007, "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 1808-1843, June.
  3. S. Alfarano & T. Lux & F. Wagner, 2007, "Empirical validation of stochastic models of interacting agents," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 55, issue 2, pages 183-187, January, DOI: 10.1140/epjb/e2006-00385-4.

2006

  1. Akira Namatame & Thomas Lux & Robert Axtell, 2006, "Welcome to JEIC," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 1, issue 1, pages 1-3, May, DOI: 10.1007/s11403-006-0007-6.

2005

  1. Lux, Thomas & Schornstein, Sascha, 2005, "Genetic learning as an explanation of stylized facts of foreign exchange markets," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 169-196, February.
  2. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005, "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 1, pages 19-49, August, DOI: 10.1007/s10614-005-6415-1.

2002

  1. Lux, Thomas & Marchesi, Michele, 2002, "Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets," Journal of Economic Behavior & Organization, Elsevier, volume 49, issue 2, pages 143-147, October.
  2. Lux, Thomas & Sornette, Didier, 2002, "On Rational Bubbles and Fat Tails," Journal of Money, Credit and Banking, Blackwell Publishing, volume 34, issue 3, pages 589-610, August.

2001

  1. Thomas Lux, 2001, "The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, volume 11, issue 3, pages 299-315, DOI: 10.1080/096031001300138708.
  2. Chen, Shu-Heng & Lux, Thomas & Marchesi, Michele, 2001, "Testing for non-linear structure in an artificial financial market," Journal of Economic Behavior & Organization, Elsevier, volume 46, issue 3, pages 327-342, November.
  3. T. Lux, 2001, "Power laws and long memory," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 6, pages 560-562, DOI: 10.1080/713666000.
  4. T. Lux, 2001, "Turbulence in financial markets: the surprising explanatory power of simple cascade models," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 6, pages 632-640, DOI: 10.1088/1469-7688/1/6/305.

2000

  1. Thomas Lux, 2000, "On moment condition failure in German stock returns: an application of recent advances in extreme value statistics," Empirical Economics, Springer, volume 25, issue 4, pages 641-652.

1998

  1. Lux, Thomas, 1998, "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, volume 33, issue 2, pages 143-165, January.

1997

  1. Lux, Thomas, 1997, "Time variation of second moments from a noise trader/infection model," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 1, pages 1-38, November.

1996

  1. Thomas Lux, 1996, "Long-term stochastic dependence in financial prices: evidence from the German stock market," Applied Economics Letters, Taylor & Francis Journals, volume 3, issue 11, pages 701-706, DOI: 10.1080/135048596355691.

1995

  1. Lux, Thomas, 1995, "Herd Behaviour, Bubbles and Crashes," Economic Journal, Royal Economic Society, volume 105, issue 431, pages 881-896, July.

1992

  1. Thomas Lux, 1992, "A note on the stability of endogenous cycles in Diamond's model of search and barter," Journal of Economics, Springer, volume 56, issue 2, pages 185-196, June, DOI: 10.1007/BF01237519.

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