| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 去趋势滑动平均交叉相关系数:测量非平稳序列间的交叉相关 | Ladislav Kristoufek | 1311.0657 | q-fin.ST | 2014-03-27 |
| 隐含波动率分析:南非经验 | Romuald N. Kenmoe S and Carine D. Tafou | 1403.5965 | q-fin.ST | 2014-03-25 |
| 预测市场不稳定性:成交量与波动之间的新动态 | Zeyu Zheng, Zhi Qiao, Joel N. Tenenbaum, H. Eugene Stanley and Baowen Li | 1403.5193 | q-fin.ST | 2014-03-21 |
| 用Google趋势和不那么随机的关键词预测金融市场 | Damien Challet, Ahmed Bel Hadj Ayed | 1307.4643 | q-fin.ST | 2014-03-19 |
| 中国股市中的互相取消持续时间的经验特性 | Gao-Feng Gu, Xiong Xiong, Wei Zhang, Yong-Jie Zhang and Wei-Xing Zhou | 1403.3478 | q-fin.ST | 2014-03-18 |
| 金融市场的详细平衡测试 | Rudolf Fiebig and David Musgrove | 1403.3584 | q-fin.ST | 2014-03-17 |
| 超指数内生泡沫在理性和噪声交易者均衡模型中 | T. Kaizoji, M. Leiss, A. Saichev and D. Sornette | 1109.4726 | q-fin.ST | 2014-03-11 |
| 变动世界中的汇率可预测性 | Joseph Byrne, Dimitris Korobilis, Pinho Ribeiro | 1403.0627 | q-fin.ST | 2014-03-05 |
| 金融市场上灾难性分歧转折的实证症状:一种现象学方法 | M. Koz{l}owska, T. Gubiec, T. R. Werner, M. Denys, A. Sienkiewicz, R. Kutner, Z. Struzik | 1402.4047 | q-fin.ST | 2014-02-18 |
| 股票交叉与正格拉斯曼流形 I:股市背后的几何 | Ovidiu Racorean | 1402.1281 | q-fin.ST | 2014-02-13 |
| 欧洲股票市场是否有效?基于分形分析的新证据 | Enrico Onali, John Goddard | 1402.1440 | q-fin.ST | 2014-02-07 |
| 金融资产回报中的自相似性 | John Goddard, Enrico Onali | 1401.7170 | q-fin.ST | 2014-01-29 |
| 利用非线性回归建模信用利差 | Radoslava Mirkov and Thomas Maul and Ronald Hochreiter and Holger Thomae | 1401.6955 | q-fin.ST | 2014-01-28 |
| 模拟希腊电力市场批发系统边际价格(SMP)的特征事实及监管改革对其影响 | G. Papaioannou, P. Papaioannou, N. Parliaris | 1401.5452 | q-fin.ST | 2014-01-22 |
| 金融市场中统计验证的日内领先滞后关系的出现 | Chester Curme, Michele Tumminello, Rosario N. Mantegna, H. Eugene Stanley, Dror Y. Kenett | 1401.0462 | q-fin.ST | 2014-01-03 |
| 纽约商品交易所能源期货的极值统计与复发间隔 | Wen-Jie Xie (ECUST), Zhi-Qiang Jiang (ECUST), and Wei-Xing Zhou (ECUST) | 1211.5502 | q-fin.ST | 2013-12-31 |
| 美国房地产市场的系统风险与时空动态 | Hao Meng (ECUST), Wen-Jie Xie (ECUST), Zhi-Qiang Jiang (ECUST), Boris Podobnik (BU and ZSEM), Wei-Xing Zhou (ECUST), H. Eugene Stanley (BU) | 1306.2831 | q-fin.ST | 2013-12-31 |
| 高频金融中的半马尔可夫模型:一综述 | G. D'Amico, F. Petroni, F. Prattico | 1312.3894 | q-fin.ST | 2013-12-16 |
| 资产收益中的条件相关性与GARCH强度模型 | Geon Ho Choe and Kyungsub Lee | 1311.4977 | q-fin.ST | 2013-11-21 |
| 不确定性增长与未来价值 | Jaume Masoliver, Miquel Montero, Josep Perell''o, John Geanakoplos, J. Doyne Farmer | 1311.4068 | q-fin.ST | 2013-11-19 |
| 偏斜和隐含杠杆效应:微笑动态再探 | Vincent Vargas, Tung-Lam Dao, Jean-Philippe Bouchaud | 1311.4078 | q-fin.ST | 2013-11-19 |
| 股票回报与交易量:对应关系是否更普遍? | Rafal Rak, Stanislaw Drozdz, Jaroslaw Kwapien, Pawel Oswiecimka | 1310.7018 | q-fin.ST | 2013-11-06 |
| 检验幂律交叉相关性:重缩协方差检验 | Ladislav Kristoufek | 1307.4727 | q-fin.ST | 2013-10-10 |
| 混合相关的ARFIMA过程用于幂律互相关 | Ladislav Kristoufek | 1307.6046 | q-fin.ST | 2013-10-04 |
| 股票市场参数与银行间借贷市场之间的关系:实证证据 | Magomet Yandiev, Alexander Pakhalov | 1309.5703 | q-fin.ST | 2013-09-24 |