About the non-random Content of Financial Markets

Absolute Return Volatility

Adaptive financial networks with static and dynamic thresholds

Aftershock prediction for high-frequency financial markets' dynamics

Agent based reasoning for the non-linear stochastic models of long-range memory

An Analysis of the Japanese Credit Network

An application of the method of moments to volatility estimation using daily high, low, opening and closing prices

An empirical behavioral model of liquidity and volatility

An empirical test for Eurozone contagion using an asset-pricing model with heavy-tailed stochastic volatility

An information theoretic approach to statistical dependence: copula information

Analysis of a network structure of the foreign currency exchange market

Analysis of the trends in the index of the Dow Jones Industrial Average (DJIA) of the New York Stock Exchange (NYSE)

Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change

Anti-Robust and Tonsured Statistics

Application of spectral methods for high-frequency financial data to quantifying states of market participants

Arbitrage free cointegrated models in gas and oil future markets

ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns

Are all highly liquid securities within the same class?

Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects

Are volatility estimators robust with respect to modeling assumptions?