Comment on Turbulent cascades in foreign exchange markets

E-print: http://arxiv.org/abs/cond-mat/9607120

Scaling in stock market data: stable laws and beyond

E-print: http://arxiv.org/abs/cond-mat/9705087

Phenomenology of the interest rate curve

E-print: http://arxiv.org/abs/cond-mat/9712164

Are financial crashes predictable?

E-print: http://arxiv.org/abs/cond-mat/9804111

Noise Dressing of Financial Correlation Matrices

E-print: http://arxiv.org/abs/cond-mat/9810255

Random matrix theory and financial correlations

Published in: International Journal of Theoretical and Applied Finance - Volume 03, Issue 03, July 2000

 

 

Apparent multifractality in financial time series

E-print: http://arxiv.org/abs/cond-mat/9906347

An empirical investigation of the forward interest rate term structure

E-print: http://arxiv.org/abs/cond-mat/9907297

Explaining the forward interest rate term structure

Correlation structure of extreme stock returns

E-print: http://arxiv.org/abs/cond-mat/0006034

The leverage effect in financial markets: retarded volatility and market panic

E-print: http://arxiv.org/abs/cond-mat/0101120

More stylized facts of financial markets: leverage effect and downside correlations

Published in: Physica A: Statistical Mechanics and its Applications - Volume 299, Issues 1–2, 1 October 2001, Pages 60–70

 

 

Introducing Variety in Risk Management

E-print: http://arxiv.org/abs/cond-mat/0107208

Statistical properties of stock order books: empirical results and models

E-print: http://arxiv.org/abs/cond-mat/0203511

More statistical properties of order books and price impact

E-print: http://arxiv.org/abs/cond-mat/0210710

Fluctuations and response in financial markets: the subtle nature of 'random' price changes

E-print: http://arxiv.org/abs/cond-mat/03073322

Stiff Field Theory of Interest Rates and Psychological Future Time

E-print: http://arxiv.org/abs/cond-mat/0403713

Random walks, liquidity molasses and critical response in financial markets

E-print: http://arxiv.org/abs/cond-mat/0406224

Experts' earning forecasts: bias, herding and gossamer information

E-print: http://arxiv.org/abs/cond-mat/0410079

Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets

E-print: http://arxiv.org/abs/physics/0603084