An introduction to statistical finance

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Do investors herd intraday in Australian equities (2006, methodology): “Table VIII reports the coefficients of the Chang et al. (2000) model CSADt 1⁄4 aþ g1jRm;tj þ g21⁄2Rm;t 2 þ 1t (equation (9) using hourly (daily) returns for the industry portfolios in up- and down-markets.”
On non-Gaussianity and dependence in financial time series: a nonextensive approach (2005, background): “2001 , Bouchaud 2002 ), which are, in large part, responsible for the non-Gaussianity of price variations.”
Quantifying China's Regional Economic Complexity (2017, background): “In particular, as an interdisciplinary field, the econophysics [24,25] applies theories and methods that originally developed by physicists to solve problems in economics and statistical finance [26].”