Changes in the Distribution of Income Volatility
Characteristics of Real Futures Trading Networks
Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
Classical and quantum randomness and the financial market
Cluster formation and evolution in networks of financial market indices
Clustering of discretely observed diffusion processes
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
Coherence-based multivariate analysis of high frequency stock market values
Collective behavior of stock price movements in an emerging market
Collective behavior of stock prices as a precursor to market crash
Colloquium: Statistical mechanics of money, wealth, and income
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)
Common persistence in conditional variance: A reconsideration
Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators
Comparison of detrending methods for fluctuation analysis
Comparison results for Garch processes
Compensating asynchrony effects in the calculation of financial correlations
Complex stock trading network among investors
Complex Systems: From Nuclear Physics to Financial Markets
Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix