Factorial Moments in Complex Systems

Fast estimation of multivariate stochastic volatility

Fat Tails Quantified and Resolved: A New Distribution to Reveal and Characterize the Risk and Opportunity Inherent in Leptokurtic Data

Financial Applications of Random Matrix Theory: a short review

Financial bubbles analysis with a cross-sectional estimator

Financial LPPL Bubbles with Mean-Reverting Noise in the Frequency Domain

Financial Time Series Analysis of SV Model by Hybrid Monte Carlo

Financial time-series analysis: A brief overview

Finite-size effect and the components of multifractality in financial volatility

First-passage and risk evaluation under stochastic volatility

Fitting the Log Periodic Power Law to financial crashes: a critical analysis

Flexible least squares for temporal data mining and statistical arbitrage

Forbidden patterns in financial time series

Forecasting volatility with the multifractal random walk model

Forecasting with time-varying vector autoregressive models

Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity

Fractality feature in oil price fluctuations

From Physics to Economics: An Econometric Example Using Maximum Relative Entropy

From short to fat tails in financial markets: A unified description

From the currency rate quotations onto strings and brane world scenarios