U.S. Core Inflation: A Wavelet Analysis

Uncertainty in the Fluctuations of the Price of Stocks

Uncovering Long Memory in High Frequency UK Futures

Uncovering the Internal Structure of the Indian Financial Market: Cross-correlation behavior in the NSE

Uncovering Volatility Dynamics in Daily REIT Returns

Understanding the source of multifractality in financial markets

Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices

Universal Behavior of Extreme Price Movements in Stock Markets

Universal Correlations and Power-Law Tails in Financial Covariance Matrices

Universal Fluctuations of AEX index

Universal Fluctuations of the FTSE100

Universal patterns of inequality

Universality in DAX index returns fluctuations

Universality in the stock exchange

Using self-similarity and renormalization group to analyze time series

Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons

Utility function estimation: the entropy approach