arXiv 2016-05-24 EN Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index Jothimani, Dhanya · Shankar, Ravi · Yadav, Surendra S.
arXiv 2016-05-21 EN The impact of the financial crisis on the long-range memory of European corporate bond and stock markets Martinez, Lisana B. · Guercio, M. Belen · Bariviera, Aurelio F. · Terceño, Antonio
arXiv 2016-05-20 EN Volatility Forecasts Using Nonlinear Leverage Effects McAlinn, Kenichiro · Ushio, Asahi · Nakatsuma, Teruo
arXiv 2016-05-11 EN Survey on log-normally distributed market-technical trend data Kempen, René · Maier-Paape, Stanislaus
arXiv 2016-05-09 EN Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors Mukhoti, Sujay · Ranjan, Pritam
arXiv 2016-05-08 EN Coherence and incoherence collective behavior in financial market Zhao, Shangmei · Xie, Qiuchao · Lu, Qing · Jiang, Xin +1
arXiv 2016-05-07 EN Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula Rahmani, Donya · Heravi, Saeed · Hassani, Hossein · Ghodsi, Mansi
arXiv 2016-05-04 EN Extended nonlinear feedback model for describing episodes of high inflation Szybisz, M A · Szybisz, L
arXiv 2016-05-03 EN On Optimal Retirement (How to Retire Early) Ernst, Philip · Foster, Dean · Shepp, Larry
arXiv 2016-04-29 EN An Explicit Formula for Likelihood Function for Gaussian Vector Autoregressive Moving-Average Model Conditioned on Initial Observables with Application to Model Calibration Nguyen, Du
arXiv 2016-04-27 EN On the Surprising Explanatory Power of Higher Realized Moments in Practice Shen, Keren · Yao, Jianfeng · Li, Wai Keung
arXiv 2016-04-23 EN Concurrent Credit Portfolio Losses Sicking, Joachim · Guhr, Thomas · Schäfer, Rudi
arXiv 2016-04-19 EN Regime switching vine copula models for global equity and volatility indices Fink, Holger · Klimova, Yulia · Czado, Claudia · Stöber, Jakob
arXiv 2016-04-13 EN Evidence of Self-Organization in Time Series of Capital Markets Sánchez-Cantú, Leopoldo · Soto-Campos, Carlos Arturo · Kryvko, Andriy
arXiv 2016-04-05 EN Copula--based Specification of vector MEMs Cipollini, Fabrizio · Engle, Robert F. · Gallo, Giampiero M.
arXiv 2016-03-28 EN Modelling income, wealth, and expenditure data by use of Econophysics Oltean, Elvis
arXiv 2016-03-25 EN On clustering financial time series: a need for distances between dependent random variables Marti, Gautier · Nielsen, Frank · Donnat, Philippe · Andler, Sébastien
arXiv 2016-03-13 EN Clustering Financial Time Series: How Long is Enough? Marti, Gautier · Andler, Sébastien · Nielsen, Frank · Donnat, Philippe
