Cross-correlation of long-range correlated series

Cross-correlations between volume change and price change

Cumulant Approach of Arbitrary Truncated Levy Flight

Currency Forecasting using Multiple Kernel Learning with Financially Motivated Features

Current log-periodic view on future world market development

Denoising Surprises in Option Pricing

Determinants of immediate price impacts at the trade level in an emerging order-driven market

Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series

Detrending moving average algorithm for multifractals

Different fractal properties of positive and negative returns

Direct evidence for inversion formula in multifractal financial volatility measure

Do price and volatility jump together?

Double Power Law Decay of the Persistence in Financial Markets

Dynamic Estimation of Credit Rating Transition Probabilities

Dynamic modeling of mean-reverting spreads for statistical arbitrage

Dynamic Stock Market Linkages and Market Efficiency

Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

Econometrics as Sorcery

Economic dynamics with financial fragility and mean-field interaction: a model