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Second-order Price Dynamics: Approach to Equilibrium with Perpetual Arbitrage

Eric Kemp-Benedict

posted by erickb's pictureerickb, 29 February 2012

pdf ps other (379 views, 785 download, 0 comments)

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A Note On Confidence Momentum And Term Structure of Confidence with Applications to Financial Markets

G. Cadogan

posted by gocadog's picturegocadog, 14 February 2012

other (446 views, 222 download, 2 comments)

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Evolvement of Uniformity and Volatility in the Stressed Global Financial Village

Dror Y. Kenett, Matthias Raddant, Thomas Lux, and Eshel Ben-Jacob

posted by drorkenett's picturedrorkenett, 09 February 2012

other (392 views, 316 download, 0 comments)

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On return-volatility correlation in financial dynamics

J. Shen, B. Zheng

posted by digudigu's picturedigudigu, 04 February 2012

pdf ps other (407 views, 588 download, 0 comments)

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Commutative Prospect Theory and Confident Behaviour under Risk and Uncertainty in Psychological Space

G. Cadogan

posted by gocadog's picturegocadog, 03 February 2012

other (377 views, 238 download, 0 comments)

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Cross-correlation in financial dynamics

J. Shen, B. Zheng

posted by digudigu's picturedigudigu, 03 February 2012

pdf ps other (455 views, 817 download, 0 comments)

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Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Lukas Vacha, Jozef Barunik

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (526 views, 486 download, 0 comments)

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On Hurst exponent estimation under heavy-tailed distributions

Jozef Barunik, Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (500 views, 467 download, 0 comments)

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Monte Carlo-based tail exponent estimator

Jozef Barunik, Lukas Vacha

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (529 views, 402 download, 0 comments)

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A drift formulation of Gresham's Law

Reginald D. Smith

posted by Rsmith's pictureRsmith, 23 January 2012

pdf ps other (484 views, 616 download, 0 comments)

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