The following pages link to Tiziana Di Matteo (Q1674859):
Displayed 20 items.
- (Q411858) (redirect page) (← links)
- Nested hierarchies in planar graphs (Q411860) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- The use of dynamical networks to detect the hierarchical organization of financial market sectors (Q977572) (← links)
- Structural transitions in granular packs: statistical mechanics and statistical geometry investigations (Q978600) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Interplay between topology and dynamics in the world trade web (Q978806) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- The multiplex dependency structure of financial markets (Q1674860) (← links)
- Sparse causality network retrieval from short time series (Q1687426) (← links)
- Scaling behaviors in differently developed markets (Q1873956) (← links)
- (Q2923477) (← links)
- HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE? (Q3022035) (← links)
- (Q3084821) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957) (← links)
- CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS (Q3618896) (← links)
- A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
- Exploring complex networks via topological embedding on surfaces (Q6226641) (← links)