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| Dynamics of implied volatility surfaces from random matrix theory Kim, Min-Jae; Lee, Sun-Young; Hwang, Dong-Il; Kim, Soo-Yong; Koh, In-Gyu, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.389, no.14, pp.2762 - 2769, 2010-07 |
| Volatility return intervals analysis of the Japanese market Jung, WS; Wang, FZ; Havlin, S; Kaizoji, T; Moon, Hie-Tae; Stanley, HE, EUROPEAN PHYSICAL JOURNAL B, v.62, pp.113 - 119, 2008-03 |
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