Random matrix approach to the dynamics of stock inventory variations
Random Matrix Theory and Fund of Funds Portfolio Optimisation
Random matrix theory and the evolution of business cycle synchronisation 1886-2006
Random walker in a temporally deforming higher-order potential forces observed in financial crisis
Realized Wavelet Jump-GARCH model: Can wavelet decomposition of volatility improve its forecasting?
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
Record statistics for biased random walks, with an application to financial data
Recurrence interval analysis of trading volumes
Reduced form models of bond portfolios
Regime Switching Volatility Calibration by the Baum-Welch Method
Relationship between degree of efficiency and prediction in stock price changes
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index
Renyi's information transfer between financial time series
Resilience of Volatility
Return interval distribution of extreme events and long term memory
Returns in futures markets and $ν=3$ t-distribution
Robust Estimators in Generalized Pareto Models
Role of scaling in the statistical modeling of finance
RQA Application for the Monitoring of Financial and Commodity markets state