Verlag Universität Bamberg Fachgruppe VWLThomas Lux × The Limiting Extremal Behaviour of Speculative Returns: An Analysis of Intra-Daily Data from the Frankfurt Stock Exchang Thomas LuxUniversität Bamberg Fachgruppe VWLBuch1997 Long-term Stochastic Dependence in Financial Prices. Evidence from the German Stock Market Thomas LuxUniversität Bamberg Fachgruppe VWLBuch19965,00 € The Stable Paretian Hypothesis and the Frequency of Large Returns: An Examination of Major German Stocks Thomas LuxUniversität Bamberg Fachgruppe VWLBuch1995 Time-Variation of Second Moments from a Noise Tradder /Infection Model Thomas LuxUniversität Bamberg Fachgruppe VWLBuch19956,00 € Complex Dynamics in Speculative Markets: A Survey of the Evidence and Some Implications for Theoretical Analysis Thomas LuxUniversität Bamberg Fachgruppe VWLBuch1994 Endogenous Noise in Speculative Markets Thomas LuxUniversität Bamberg Fachgruppe VWLBuch1994 Ratchet-Effects and "Hysteresis" in a Dynamic Insider-Outsider-Model Thomas LuxUniversität Bamberg Fachgruppe VWLBuch1993 Stability and Instability in Interurban/Regional Labor and Capital Movements: A Comment on Dendrinos' Model Thomas LuxUniversität Bamberg Fachgruppe VWLBuch1993 Volatility Clustering in Financial Markets: A Micro-Simulation of Interactive Agents Thomas LuxUniversität Bamberg Fachgruppe VWLBuch5,00 €