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Identifying financial crises in real time

Economy – Quantitative Finance – Statistical Finance
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Identifying States of a Financial Market

Economy – Quantitative Finance – Statistical Finance
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Impact of the tick-size on financial returns and correlations

Economy – Quantitative Finance – Statistical Finance
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Impact of the topology of global macroeconomic network on the spreading of economic crises

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Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge

Economy – Quantitative Finance – Statistical Finance
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Incorporating fat tails in financial models using entropic divergence measures

Economy – Quantitative Finance – Statistical Finance
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Indication of multiscaling in the volatility return intervals of stock markets

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Individual and collective stock dynamics: intra-day seasonalities

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Inference on multivariate ARCH processes with large sizes

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Influence of deterministic trend on the estimated parameters of GARCH(1,1) model

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Information flow between stock indices

Economy – Quantitative Finance – Statistical Finance
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Interest rates mapping

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Intermittency in Quantitative Finance

Economy – Quantitative Finance – Statistical Finance
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Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks

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Investigating Causal Relationships in Stock Returns with Temporal Logic Based Methods

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