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Negative Kelvin temperatures in stock markets
Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence
Quantifying Long-term Scientific Impact
Bubble trouble
Switching processes in financial markets
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Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect
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Traffic-driven evolution of weighted scale-free networks
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Community Structure in Social and Biological Networks
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Leptokurtic Portfolio Theory
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A Tractable Complex Network Model based on the Stochastic Mean-field Model of Distance
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Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect
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Neutral Evolution and Aesthetics: Vladimir Nabokov and Inse
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Can One Make Any Crash Prediction in Finance Using the Local Hurst Exponent Idea?
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Adaptation Level, 'Animal Spirits' And Expectations: The P
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Nonstationary Increments, Scaling Distributions, and Variable Diffusion Processes in Financial Markets
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Recent comments
I have now posted the
by
Grozny
(05 December 2021)
This manuscript analyzes our
by
Gontis
(06 August 2021)
This manuscript analyzes the
by
Gontis
(06 May 2021)
This paper is published as:
by
Gontis
(02 October 2020)
wondefull
by
rachmadresmi
(11 August 2020)
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