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Common persistence in conditional variance: A reconsideration

Economy – Quantitative Finance – Statistical Finance
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Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators

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Comparison of detrending methods for fluctuation analysis

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Comparison results for Garch processes

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Compensating asynchrony effects in the calculation of financial correlations

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Complex stock trading network among investors

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Complex Systems: From Nuclear Physics to Financial Markets

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Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

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Confidence sets in nonparametric calibration of exponential Lévy models

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Correction to "Leverage and volatility feedback effects in high-frequency data" [J. Financial Econometrics 4 (2006) 353--384]

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Correlated Random Walks and the Joint Survival Probability

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Correlation of financial markets in times of crisis

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Correlation, hierarchies, and networks in financial markets

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Correlation, Network and Multifractal Analysis of Global Financial Indices

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Correlations and clustering in the trading of members of the London Stock Exchange

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Correlations in commodity markets

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Coupled Oscillator Model of the Business Cycle with Fluctuating Goods Markets

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Criticality Characteristics of Current Oil Price Dynamics

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Cross-Correlation Dynamics in Financial Time Series

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Cross-correlation in financial dynamics

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