Temporal Evolution of Financial Market Correlations
Temporal structure and gain/loss asymmetry for real and artificial stock indices
Testing the Capital Asset Pricing Model (CAPM) on the Uganda Stock Exchange
The alchemy of probability distributions: beyond Gram-Charlier expansions, and a skew-kurtotic-normal distribution from a rank transmutation map
The Chinese Equity Bubble: Ready to Burst
The components of empirical multifractality in financial returns
The effect of a market factor on information flow between stocks using minimal spanning tree
The effect of round-off error on long memory processes
The empirical properties of large covariance matrices
The endogenous dynamics of markets: price impact and feedback loops
The Epps effect revisited
The escape problem under stochastic volatility: the Heston model
The evolution of EU business cycle synchronisation 1981-2007
The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III
The fine structure of spectral properties for random correlation matrices: an application to financial markets
The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
The fractional volatility model: An agent-based interpretation
The joint distribution of stock returns is not elliptical