Do co-jumps impact correlations in currency markets?
Asymmetric volatility connectedness on the forex market
Modeling and forecasting exchange rate volatility in time-frequency domain
Gold, oil, and stocks: Dynamic correlations
Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?
Volatility Spillovers Across Petroleum Markets
Wavelet-Based Correlation Analysis of the Key Traded Assets
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
Dynamical agents' strategies and the fractal market hypothesis
Heterogeneous agent models