Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Modeling share prices of banks and bankrupts

Modeling the Epps effect of cross correlations in asset prices

Modeling the non-Markovian, non-stationary scaling dynamics of financial markets

Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes

Moment Methods for Exotic Volatility Derivatives

Most Efficient Homogeneous Volatility Estimators

Moving Mini-Max - a new indicator for technical analysis

Multi-agent based analysis of financial data

Multi-scale correlations in different futures markets

Multifactor Analysis of Multiscaling in Volatility Return Intervals

Multifractal analysis and instability index of prior-to-crash market situations

Multifractal analysis of Chinese stock volatilities based on partition function approach

Multifractal detrending moving average cross-correlation analysis

Multifractal dynamics of stock markets

Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

Multifractal modeling of short-term interest rates

Multifractality in stock indexes: Fact or fiction?

Multifractality in the Random Parameters Model

Multiscaled Cross-Correlation Dynamics in Financial Time-Series