Denoising Surprises in Option Pricing
Determinants of immediate price impacts at the trade level in an emerging order-driven market
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
Detrending moving average algorithm for multifractals
Different fractal properties of positive and negative returns
Direct evidence for inversion formula in multifractal financial volatility measure
Do price and volatility jump together?
Double Power Law Decay of the Persistence in Financial Markets
Dynamic Estimation of Credit Rating Transition Probabilities
Dynamic modeling of mean-reverting spreads for statistical arbitrage
Dynamic Stock Market Linkages and Market Efficiency
Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market