I would like to share the link
Here is the latest list of articles I received through the mailing list.
- The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options Jeroen V.K. Rombouts; Lars Stentoft; Francesco Violante
- Identifying States of a Financial Market Michael C. M\unix; Takashi Shimada; Rudi Sch\afer; Francois Leyvraz Thomas H. Seligman; Thomas Guhr; H. E. Stanley
- The Evolution of Market Efficiency and its Periodicity Mikio Ito; Akihiko Noda
- Short-time asymptotics for marginal distributions of semimartingales Amel Bentata; Rama Cont
- Correlation, Network and Multifractal Analysis of Global Financial Indices Sunil Kumar; Nivedita Deo
- On return-volatility correlation in financial dynamics J. Shen; B. Zheng
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise Jozef Barunik; Lukas Vacha
- Anti-correlation and subsector structure in financial systems X. F. Jiang; B. Zheng
- Heavy-tail driven by memory Jongwook Kim; Gabjin Oh.
- Asymmetric correlation matrices: an analysis of financial data Giacomo Livan; Luca Rebecchi
- Heavy-tails in economic data: fundamental assumptions, modelling and analysis Jo\~ao P. da Cruz; Pedro G. Lind
There are no articles in Chinese, because my English is not good enough.
fozi:
There are no articles in Chinese, because my English is not good enough.
And my Russianis lousy, too.
There are no articles in Chinese, because my English is not good enough.
That's what I' msaying.
fozi:
Come on, in the 31st century, does everyone speak Chinese?))
Not only :))))
There are also bacon bugs ))))
fozi:
Would you be so kind as to clear the topic?
Not only :))))
There are also bacon bugs ))))
A fascinating result.
The article Heavy-tail driven by memory proves that thick tails are the result of memory in the coterie.
faa1947:
America has not been discovered. This has been known for about 20-30 years. There are good works where all this was described a long time ago.
A fascinating result.
The article Heavy-tail driven by memory proves that thick tails are the result of memory in the kotyr.
C-4:
America has not been discovered. It has been known for about 20-30 years. There are good works where all this was described a long time ago.
At first I wanted not to answer, but I will: everything I write does not pretend to be America at all - it is the basics, mostly 3rd year at the institute
America has not been discovered. It has been known for about 20-30 years. There are good works where all this was described a long time ago.
I would like to share a link to a very interesting high level resource.
The resource is open, has an extensive archive with a good keyword search. In addition, you can subscribe to the newsletter. In this thread I propose to discuss interesting articles from this resource. New 5-6 articles come several times a month.