papers
Publications (3)
cs.MA2005
Emergent Statistical Wealth Distributions in Simple Monetary Exchange Models: A Critical Review
Thomas Lux
q-fin.ST2007
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence
Ruipeng Liu, T. Di Matteo, Thomas Lux
cond-mat.stat-mech1999
On Rational Bubbles and Fat Tails
Thomas Lux, D. Sornette