Identifying financial crises in real time
Identifying States of a Financial Market
Impact of the tick-size on financial returns and correlations
Impact of the topology of global macroeconomic network on the spreading of economic crises
Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge
Incorporating fat tails in financial models using entropic divergence measures
Indication of multiscaling in the volatility return intervals of stock markets
Individual and collective stock dynamics: intra-day seasonalities
Inference on multivariate ARCH processes with large sizes
Influence of deterministic trend on the estimated parameters of GARCH(1,1) model
Information flow between stock indices
Interest rates mapping
Intermittency in Quantitative Finance
Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks
Investigating Causal Relationships in Stock Returns with Temporal Logic Based Methods