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On detecting the dependence of time series

Economy – Quantitative Finance – Statistical Finance
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On Hurst exponent estimation under heavy-tailed distributions

Economy – Quantitative Finance – Statistical Finance
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On interrelations of recurrences and connectivity trends between stock indices

Economy – Quantitative Finance – Statistical Finance
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On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures

Economy – Quantitative Finance – Statistical Finance
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On properties of Continuous-Time Random Walks with Non-Poissonian jump-times

Economy – Quantitative Finance – Statistical Finance
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On return-volatility correlation in financial dynamics

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On the probability distribution of stock returns in the Mike-Farmer model

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On the scaling of the distribution of daily price fluctuations in Mexican financial market index

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On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses

Economy – Quantitative Finance – Statistical Finance
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On-line trading as a renewal process: Waiting time and inspection paradox

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Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

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