The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series
The Local Fractal Properties of the Financial Time Series on the Polish Stock Exchange Market
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
The Mirage of Triangular Arbitrage in the Spot Foreign Exchange Market
The near-extreme density of intraday log-returns
The non-random walk of stock prices: The long-term correlation between signs and sizes
The Second Wave of the Global Crisis? A Log-Periodic Oscillation Analysis of Commodity Price Series
The Size Variance Relationship of Business Firm Growth Rates
The Spread of the Credit Crisis: View from a Stock Correlation Network
The structural role of weak and strong links in a financial market network
The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders
The topology of cross-border exposures: beyond the minimal spanning tree approach
The US stock market leads the Federal funds rate and Treasury bond yields
Theory of market fluctuations
Threshold levels in Economics
Tick size and price diffusion
Time reversal invariance in finance
Time Scales in Futures Markets and Applications
Time vs. Ensemble Averages for Nonstationary Time Series