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
Quantifying preferential trading in the e-MID interbank market	2018-09-19	Paper
How news affects the trading behaviour of different categories of investors in a financial 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
Spectral properties of correlation matrices for some hierarchically nested factor models	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

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