Piero Mazzarisi

Available identifiers

Publication	Date of Publication	Type
Variance of entropy for testing time-varying regimes with an application to meme stocks	2024-08-01	Paper
Measuring market efficiency: the Shannon entropy of high-frequency financial time series	2023-01-13	Paper
Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages	2021-11-16	Paper
On the equivalence between the kinetic Ising model and discrete autoregressive processes	2021-06-08	Paper
Disentangling group and link persistence in dynamic stochastic block models	2020-08-11	Paper
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market	2019-10-17	Paper
Non-Markovian temporal networks with auto- and cross-correlated link dynamics	2019-09-17	Paper
When panic makes you blind: a chaotic route to systemic risk	2019-03-27	Paper

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