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posted by editor's pictureeditor, 16 July 2002

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On pricing kernels, information and risk

D.L. Wilcox, T.J.Gebbie

posted by dianewilcox's picturedianewilcox, 21 October 2013

pdf (530 views, 311 download, 0 comments)

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Measuring correlations between non-stationary series with DCCA coefficient

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 16 October 2013

pdf (556 views, 376 download, 0 comments)

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Measuring correlations between non-stationary series with DCCA coefficient

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 16 October 2013

pdf (558 views, 335 download, 0 comments)

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Negative Kelvin temperatures in stock markets

J. L. Subias

posted by jlsubias's picturejlsubias, 07 October 2013

pdf (5938 views, 1212 download, 2 comments)

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Quantifying Long-term Scientific Impact

Dashun Wang, Chaoming Song, Albert-László Barabási

posted by liaohao's pictureliaohao, 07 October 2013

pdf (2149 views, 711 download, 0 comments)

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Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 04 October 2013

linkdownload (4019 views, 1028 download, 0 comments)

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Can Google Trends search queries contribute to risk diversification?

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 19 September 2013

linkdownload (1442 views, 343 download, 0 comments)

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Commodity futures and market efficiency

Ladislav Kristoufek, Miloslav Vosvrda

posted by LKristoufek's pictureLKristoufek, 09 September 2013

pdf (2146 views, 601 download, 0 comments)

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Long-term memory in electricity prices: Czech market evidence

Ladislav Kristoufek, Petra Lunackova

posted by LKristoufek's pictureLKristoufek, 06 September 2013

pdf (522 views, 358 download, 0 comments)

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How High Frequency Trading Affects a Market Index

Dror Y. Kenett, Eshel Ben-Jacob, H. Eugene Stanley and Gitit gur-Gershgoren

posted by drorkenett's picturedrorkenett, 02 September 2013

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