On detecting the dependence of time series
On Hurst exponent estimation under heavy-tailed distributions
On interrelations of recurrences and connectivity trends between stock indices
On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times
On return-volatility correlation in financial dynamics
On the probability distribution of stock returns in the Mike-Farmer model
On the scaling of the distribution of daily price fluctuations in Mexican financial market index
On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
On-line trading as a renewal process: Waiting time and inspection paradox
Optimization of Financial Instrument Parcels in Stochastic Wavelet Model