| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 揭示金融变量与交易网络拓扑指标之间的相关性：来自股票及其认股权证的证据 | Ming-Xia Li (ECUST), Zhi-Qiang Jiang (ECUST), Wen-Jie Xie (ECUST), Xiong Xiong (TJU), Wei Zhang (TJU), Wei-Xing Zhou (ECUST) | 1308.0925 | q-fin.ST | 2015-06-29 |
| 放大市场状态 | Desislava Chetalova, Rudi Sch"afer and Thomas Guhr | 1406.5386 | q-fin.ST | 2015-06-22 |
| 2000年至2011年期间，以国债占GDP百分比为基础的欧洲国家的层次结构 | Ersin Kantar, Bayram Deviren and Mustafa Keskin | 1406.6559 | q-fin.ST | 2015-06-22 |
| 金融的紧急量子力学 | Vadim Nastasiuk | 1312.3247 | q-fin.ST | 2015-06-18 |
| 金融危机期间股票的共同变动的统计推断 | Takero Ibuki, Shunsuke Higano, Sei Suzuki, Jun-ichi Inoue and Anirban Chakraborti | 1309.1871 | q-fin.ST | 2015-06-17 |
| 股票收益和波动性的模型 | Tao Ma and R. A. Serota | 1305.4173 | q-fin.ST | 2015-06-16 |
| 金融指数的多重分形和长记忆 | Pablo Su''arez-Garc''ia and David G''omez-Ullate | 1306.0490 | q-fin.ST | 2015-06-16 |
| 衡量资本市场效率：长期记忆、分形维度和近似熵 | Ladislav Kristoufek and Miloslav Vosvrda | 1307.3060 | q-fin.ST | 2015-06-16 |
| 随机矩阵理论与全球金融指数和本地股票市场指数的交叉相关性 | Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha, and Jae Woo Lee | 1302.6305 | q-fin.ST | 2015-06-15 |
| 金融时间序列中的非平稳性与通用特征 | Thilo A. Schmitt, Desislava Chetalova, Rudi Sch"afer, Thomas Guhr | 1304.5130 | q-fin.ST | 2015-06-15 |
| 金融市场股价波动的分层结构 | Ya-Chun Gao, Shi-Min Cai, and Bing-Hong Wang | 1209.4175 | q-fin.ST | 2015-06-11 |
| 在基于代理的模型中，商品竞争货币地位 | Robert Gk{e}barowski (1), Stanis{l}aw Dro.zd.z (1 and 2), Andrzej Z. G''orski (2), Pawe{l} O''swik{e}cimka (2) ((1) Wydzia{l} Fizyki, Matematyki i Informatyki, Politechnika Krakowska im. Tadeusza Ko''sciuszki, Krak''ow, Poland, (2) Instytut Fizyki Jk{a}drowej PAN, Krak''ow, Poland) | 1412.2124 | q-fin.ST | 2015-06-09 |
| 分数波动模型：无套利、杠杆和完备性 | R. Vilela Mendes, M. J. Oliveira and A.M. Rodrigues | 1205.2866 | q-fin.ST | 2015-06-05 |
| 短期和日内金融收益时间序列的统计相关性研究 | Gayatri Tilak, Tamas Szell, Remy Chicheportiche and Anirban Chakraborti | 1204.5103 | q-fin.ST | 2015-06-04 |
| 股票价格的集体行为作为市场崩盘的先兆 | Jun-ichi Maskawa | 1111.4637 | q-fin.ST | 2015-06-03 |
| 跨境曝险的拓扑结构：超越最小生成树方法 | Alessandro Spelta and Tanya Ara''ujo | 1112.5711 | q-fin.ST | 2015-06-03 |
| 日内对数收益率的接近极高密度 | Mauro Politi, Nicolas Millot, Anirban Chakraborti | 1106.0039 | q-fin.ST | 2015-05-28 |
| 美国股市统计相关性动态的Copula方法 | Michael C. M"unnix, Rudi Sch"afer | 1102.1099 | q-fin.ST | 2015-05-27 |
| 衍生品的统计特性：利率期限结构之旅 | Delphine Lautier and Franck Raynaud | 1010.6026 | q-fin.ST | 2015-05-20 |
| 金融典型事实的最简模型 | Danilo Delpini, Giacomo Bormetti | 1011.5983 | q-fin.ST | 2015-05-20 |
| 随机矩阵方法用于VARMA过程 | Zdzis{l}aw Burda, Andrzej Jarosz, Maciej A. Nowak, Ma{l}gorzata Snarska | 1002.0934 | q-fin.ST | 2015-05-18 |
| AEX指数的普遍波动 | Rui Gon\c{c}alves, Helena Ferreira and Alberto Pinto | 1004.1210 | q-fin.ST | 2015-05-18 |
| 金融市场中交叉关联的记忆效应和多重分形性 | Tian Qiu, Guang Chen, Li-Xin Zhong, Xiao-Wei Lei | 1004.5547 | q-fin.ST | 2015-05-18 |
| 复杂系统：从核物理到金融市场 | J. Speth, S. Drozdz, F. Gruemmer | 0910.4348 | q-fin.ST | 2015-05-14 |
| 股市中极端价格波动的普遍行为 | Miguel A. Fuentes, Austin Gerig, and Javier Vicente | 0912.5448 | q-fin.ST | 2015-05-14 |