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Random matrix approach to the dynamics of stock inventory variations

Economy – Quantitative Finance – Statistical Finance
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Random Matrix Theory and Fund of Funds Portfolio Optimisation

Economy – Quantitative Finance – Statistical Finance
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Random matrix theory and the evolution of business cycle synchronisation 1886-2006

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Random walker in a temporally deforming higher-order potential forces observed in financial crisis

Economy – Quantitative Finance – Statistical Finance
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Realized Wavelet Jump-GARCH model: Can wavelet decomposition of volatility improve its forecasting?

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Realized wavelet-based estimation of integrated variance and jumps in the presence of noise

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Record statistics for biased random walks, with an application to financial data

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Recurrence interval analysis of trading volumes

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Reduced form models of bond portfolios

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Regime Switching Volatility Calibration by the Baum-Welch Method

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Relationship between degree of efficiency and prediction in stock price changes

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Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index

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Renyi's information transfer between financial time series

Economy – Quantitative Finance – Statistical Finance
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Resilience of Volatility

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Return interval distribution of extreme events and long term memory

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Returns in futures markets and $ν=3$ t-distribution

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Robust Estimators in Generalized Pareto Models

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Role of scaling in the statistical modeling of finance

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RQA Application for the Monitoring of Financial and Commodity markets state

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