Rosario Nunzio Mantegna

Available identifiers

zbMath Open mantegna.rosario-nunzioWikidataQ41798489 ScholiaQ41798489MaRDI QIDQ1279196

List of research outcomes

Publication	Date of Publication	Type
Clusters of traders in financial markets	2021-12-02	Paper
Emergence of statistically validated financial intraday lead-lag relationships	2019-02-06	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
Hierarchically nested factor model from multivariate data	2012-08-11	Paper
Cluster analysis for portfolio optimization	2010-01-19	Paper
Diffusive behavior and the modeling of characteristic times in limit order executions	2009-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q3534411	2008-11-03	Paper
Introduction to Econophysics	2007-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q5309792	2007-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q4464581	2004-05-27	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
Levels of complexity in financial markets	2001-10-23	Paper
Ensemble properties of securities traded in the NASDAQ market	2001-10-23	Paper
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS	2001-07-05	Paper
Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight	2000-07-16	Paper
Probability Distribution of the Residence Times in Periodically Fluctuating Metastable Systems	2000-05-28	Paper
Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion	2000-05-14	Paper
Econophysics: Scaling and its breakdown in finance	1999-05-25	Paper
Zipf plots and the size distribution of firms	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4850578	1996-01-25	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Rosario Nunzio Mantegna