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Rosario Nunzio Mantegna - MaRDI portal

Rosario Nunzio Mantegna

From MaRDI portal
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Person:1279196

Available identifiers

zbMath Open mantegna.rosario-nunzioWikidataQ41798489 ScholiaQ41798489MaRDI QIDQ1279196

List of research outcomes





PublicationDate of PublicationType
Clusters of traders in financial markets2021-12-02Paper
Emergence of statistically validated financial intraday lead-lag relationships2019-02-06Paper
Do firms share the same functional form of their growth rate distribution? A statistical test2018-11-01Paper
How news affects the trading behaviour of different categories of investors in a financial market2018-09-19Paper
Quantifying preferential trading in the e-MID interbank market2018-09-19Paper
Hierarchically nested factor model from multivariate data2012-08-11Paper
Cluster analysis for portfolio optimization2010-01-19Paper
Diffusive behavior and the modeling of characteristic times in limit order executions2009-11-16Paper
https://portal.mardi4nfdi.de/entity/Q35344112008-11-03Paper
Introduction to Econophysics2007-11-12Paper
https://portal.mardi4nfdi.de/entity/Q53097922007-10-02Paper
https://portal.mardi4nfdi.de/entity/Q44645812004-05-27Paper
Degree stability of a minimum spanning tree of price return and volatility2003-05-21Paper
Volatility in financial markets: Stochastic models and empirical results2002-12-03Paper
Levels of complexity in financial markets2001-10-23Paper
Ensemble properties of securities traded in the NASDAQ market2001-10-23Paper
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS2001-07-05Paper
Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight2000-07-16Paper
Probability Distribution of the Residence Times in Periodically Fluctuating Metastable Systems2000-05-28Paper
Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion2000-05-14Paper
Econophysics: Scaling and its breakdown in finance1999-05-25Paper
Zipf plots and the size distribution of firms1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q48505781996-01-25Paper

Research outcomes over time

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