Research Services Division

Deakin Research

Research Output for Thomas Lux

Note: The 2012, 2013, 2014 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

Thomas Lux may be from another institution or only recently joined Deakin University.

Publications

2010 External

Liu, Ruipeng and Lux, Thomas* (2010) Higher dimensional multifractal processes : a GMM approach, ICCEF 2010 book of abstracts, Society for Computational Economics, London, U.K. [E3]
DRO entry for this publication

2008 External

Liu, Ruipeng, Di Matteo, T.* and Lux, Thomas* (2008) Multifractality and long-range dependence of asset returns: the scaling behavior of the Markov-switching multifractal model with lognormal volatility components, Advances in complex systems, vol. 11, no. 5, pp. 669-684, World Scientific Publishing, Singapore [C1]
ERA journal ID: 39995 – Scopus EID: 2-s2.0-57249084069
Citation counts: Scopus - 7
DRO entry for this publication

2007 External

Liu, Ruipeng, Di Matteo, T.* and Lux, Thomas* (2007) True and apparent scaling : the proximity of the Markov-switching multifractal model to long-range dependence, Physica A, vol. 383, no. 1, pp. 35-42, Elsevier B.V., Amsterdam, Netherlands [C1.1]
ERA journal ID: 351 – Scopus EID: 2-s2.0-34347393131
Citation counts: Scopus - 17, Thomson - 16
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Thomas Lux

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Monday 22nd December 2014 10:04pm

Deakin University acknowledges the traditional land owners of present campus sites.

23rd July 2011