Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations

Asymmetric correlation matrices: an analysis of financial data

Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models

Bayesian estimation of GARCH model with an adaptive proposal density

Black swans or dragon kings? A simple test for deviations from the power law

Breakdown of the mean-field approximation in a wealth distribution model

Brownian markets

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles

Changes in the Distribution of Income Volatility

Characteristics of Real Futures Trading Networks

Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series

Classical and quantum randomness and the financial market

Cluster formation and evolution in networks of financial market indices

Clustering of discretely observed diffusion processes

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Coherence-based multivariate analysis of high frequency stock market values

Collective behavior of stock price movements in an emerging market

Collective behavior of stock prices as a precursor to market crash

Colloquium: Statistical mechanics of money, wealth, and income

Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)