Research Output for Thomas Lux
Note: The 2012, 2013 publications have not been audited.
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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 - 4
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:Thomson - 10
Grants and Consultancies
No grants and/or consultancies found or audited – the 2012 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: Thursday 20th June 2013 5:15pm
