Thomas Lux

2.1k citations
54 papers · 1.1k · h-index 18

Impact in

  • Finance top 1%
    • Financial Risk and Volatility Modeling
    • Banking stability, regulation, efficiency
    • Financial Markets and Investment Strategies
    • Complex Systems and Time Series Analysis
    • Market Dynamics and Volatility
    • Economic theories and models

Papers in

    • Complex Systems and Time Series Analysis 25
    • Market Dynamics and Volatility 10
    • Financial Risk and Volatility Modeling 19
    • Banking stability, regulation, efficiency 4
    • Financial Markets and Investment Strategies 4

Thomas Lux

52 papers receiving 1.1k citations

Peers

Thomas Lux
Comparison fields: 5 of 95
  • Finance 580
  • Economics and Econometrics 860
  • General Economics, Econometrics and Finance 167
  • Management Science and Operations Research 169
  • Statistical and Nonlinear Physics 108
Replace Álvaro Cartea with:
Álvaro Cartea United Kingdom
Periklis Gogas Greece
Zhuang Xin-tian China
Jozef Baruník Czechia
Yuan Liao United States
Aurelio F. Bariviera Spain
Roberto Casarin Italy
Dominique Guégan France
Ying Yuan China
Svetlozar T. Rachev United States
Thomas Lux relative to Álvaro Cartea United Kingdom Álvaro Cartea's profile →
Citations per field
00.5×1.5×
Álvaro Cartea · 1×
Citations per year

Countries citing papers authored by Thomas Lux

Since Specialization
Citations

This map shows the geographic impact of Thomas Lux's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas Lux with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Lux more than expected).

Fields of papers citing papers by Thomas Lux

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas Lux. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas Lux. The network helps show where Thomas Lux may publish in the future.

Co-authors

The 25 scholars most cited alongside Thomas Lux, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Thomas Lux Line = papers co-authored together Thomas Lux links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 54 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2009134
2 201691
3 201689
4 200888
5 200768
6 201663
7 201261
8 201456
9 201654
10 200145
11 201642
12 201840
13 201036
14 200823
15 201622
16 201421
17 201620
18 201119
19 202114
20 201712

About Thomas Lux

Thomas Lux is a scholar working on Economics and Econometrics, Finance, Management Science and Operations Research, Computer Networks and Communications and Computational Mechanics, having authored 54 papers that have together received 1.1k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (25 papers), Financial Risk and Volatility Modeling (19 papers), Market Dynamics and Volatility (10 papers), Advanced Data Storage Technologies (5 papers), Banking stability, regulation, efficiency (4 papers), Financial Markets and Investment Strategies (4 papers), Data Management and Algorithms (4 papers) and Computational Geometry and Mesh Generation (4 papers). The work is most often cited by research in Finance (580 citations), Economics and Econometrics (860 citations), General Economics, Econometrics and Finance (167 citations), Management Science and Operations Research (169 citations) and Statistical and Nonlinear Physics (108 citations). Thomas Lux has collaborated with scholars based in Germany, United States and Spain. Frequent co-authors include Rangan Gupta, Taisei Kaizoji, Birgitte Sloth, Ruipeng Liu, Hans Föllmer, David Colander, Armin Haas, Alan Kirman, Katarina Jusélius and Michael Goldberg. Their work appears in journals such as Journal of Economic Dynamics and Control, Quantitative Finance, ACM Transactions on Mathematical Software, Economic Modelling and European Journal of Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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