Project Details

Professor Dr. Thomas Lux

Address Christian-Albrechts-Universität zu Kiel
Institut für Volkswirtschaftslehre
Lehrstuhl für Geld, Währung und Internationale Finanzmärkte
Olshausenstraße 40
24118 Kiel

Projects

As Applicant
- Current projects
  - High-dimensional multivariate multifractal (HD-MMF) volatility models: regularized estimation, forecasting and risk management applications with realistically large portfolios of assets (Research Grants)
- Completed projects
  - Multifraktale Modelle von Finanzrenditen: Multivariate Erweiterungen, empirische Schätzung und Anwendung im Risikomanagement (Research Grants)
As Cooperation Partner
- Completed projects
  - The philosophy of the analysis of complex, adaptive, and bifurcating economic systems (Research Grants)

Servicenavigation

Hauptnavigation

Professor Dr. Thomas Lux

Additional Information

Servicenavigation

Hauptnavigation

Professor Dr. Thomas Lux

Additional Information

Textvergrößerung und Kontrastanpassung