A Bayesian Framework for Combining Valuation Estimates
A Comparative Study of Stochastic Volatility Models
A contribution to the systematics of stochastic volatility models
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
A dynamic hybrid model based on wavelets and fuzzy regression for time series estimation
A long-range memory stochastic model of the return in financial markets
A Map of the Brazilian Stock Market
A mathematical proof of the existence of trends in financial time series
A model of returns for the post-credit-crunch reality: Hybrid Brownian motion with price feedback
A multifractal approach towards inference in finance
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
A new space-time model for volatility clustering in the financial market
A quantum model for the stock market
A Random Matrix Approach to Dynamic Factors in macroeconomic data
A Random Matrix Approach to VARMA Processes
A semi-Markov model for price returns
A semi-Markov model with memory for price changes
A stochastic theory for temporal fluctuations in self-organized critical systems
A Theory for Market Impact: How Order Flow Affects Stock Price
A threshold model of financial markets