Salvatore Miccichè

Available identifiers

Publication	Date of Publication	Type
Understanding the determinants of volatility clustering in terms of stationary Markovian processes	2018-11-13	Paper
Do firms share the same functional form of their growth rate distribution? A statistical test	2018-11-01	Paper
How news affects the trading behaviour of different categories of investors in a financial market	2018-09-19	Paper
Quantifying preferential trading in the e-MID interbank market	2018-09-19	Paper
SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS	2008-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q3447319	2007-06-28	Paper
Degree stability of a minimum spanning tree of price return and volatility	2003-05-21	Paper
Volatility in financial markets: Stochastic models and empirical results	2002-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q2781694	2002-06-23	Paper
Soliton solutions with real poles in the Alekseev formulation of the inverse-scattering method	2000-06-15	Paper
The extensions of gravitational soliton solutions with real poles	2000-04-25	Paper
The Weber-Wheeler-Bonnor pulse and phase shifts in gravitational soliton interactions.	2000-03-07	Paper

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