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54. From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2016). Henkel, Christof .
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56. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling. (2016). Jiao, Ying ; Scotti, Simone ; Ma, Chunhua.
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57. Multivariate dynamic intensity peaks-over-threshold models. (2015). Herrera, Rodrigo ; Hautsch, Nikolaus.
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59. Cojumps in Chinas spot and stock index futures markets. (2015). Yue, Mengqi ; Zhao, Hua ; Wang, Hao.
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60. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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