Volatility Effects on the Escape Time in Financial Market Models
Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models
Volatility made observable at last
Volatility return intervals analysis of the Japanese market
Waiting Times in Simulated Stock Markets
WARNING: Physics Envy May Be Hazardous To Your Wealth!
Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables
We've walked a million miles for one of these smiles
Weak and Strong Taylor methods for numerical solutions of stochastic differential equations
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management
Wealth distribution in a System with Wealth-limited Interactions
Web search queries can predict stock market volumes
Weighted Monte Carlo: Calibrating the Smile and Preserving Martingale Condition
Weighted Trade Network in a Model of Preferential Bipartite Transactions
What are the limits on Commercial Bank Lending?
What Causes Business Cycles? Analysis of the Japanese Industrial Production Data
What drives mutual fund asset concentration?
What is Fair Pay for Executives? An Information Theoretic Analysis of Wage Distributions
What is the best firm size to invest?
What risk measures are time consistent for all filtrations?