The Grounds For Time Dependent Market Potentials From Dealers' Dynamics
The Hazards of Propping Up: Bubbles and Chaos
The Impact of Credit Risk and Implied Volatility on Stock Returns
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data
The impact of uncertainties on the pricing of contingent claims
The Importance of Increasing Returns to Scale in the Process of Agglomeration in Portugal: A Non-linear Empirical Analysis
The Impossible Trio in CDO Modeling
The individual income distribution in Argentina in the period 2000-2009. A unique source of non stationary data
The instability of downside risk measures
The International Trade Network
The International Trade Network: weighted network analysis and modelling
The International-Trade Network: Gravity Equations and Topological Properties
The joint distribution of stock returns is not elliptical
The k-generalized distribution: A new descriptive model for the size distribution of incomes
The Lehman Brothers Effect and Bankruptcy Cascades
The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series
The limit order book on different time scales
The Local Fractal Properties of the Financial Time Series on the Polish Stock Exchange Market
The log-normal distribution from Non-Gibrat's law in the middle scale region of profits