Large-volatility dynamics in financial markets
Leverage Causes Fat Tails and Clustered Volatility
Likelihood-based inference for correlated diffusions
Log-Periodic Oscillation Analysis and Possible Burst of the "Gold Bubble" in April - June 2011
Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?
Long-term correlations and multifractal analysis of trading volumes for Chinese stocks