Statistical Methods for Estimating the non-random Content of Financial Markets

Statistical Properties of Cross-Correlation in the Korean Stock Market

Statistical properties of derivatives: a journey in term structures

Statistical Properties of Fluctuations: A Method to Check Market Behavior

Statistical properties of information flow in financial time series

Statistical properties of volatility return intervals of Chinese stocks

Statistical Regularities of Equity Market Activity

Statistical Signatures in Times of Panic: Markets as a Self-Organizing System

Statistical thermodynamics of economic systems

Stochastic Volatility Models Including Open, Close, High and Low Prices

Stock Market and Motion of a Variable Mass Spring

Stock market integration in the Latin American markets: further evidence from nonlinear modeling

Stock market return distributions: from past to present

Stock market volatility: An approach based on Tsallis entropy

Stock price jumps: news and volume play a minor role

Strategies used as spectroscopy of financial markets reveal new stylized facts

Structure and evolution of the foreign exchange networks

Study of statistical correlations in intraday and daily financial return time series

Superfamily classification of nonstationary time series based on DFA scaling exponents

Survivability and centrality measures for networks of financial market indices