Sergio M. Focardi

Available identifiers

Publication	Date of Publication	Type
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages	2022-01-06	Paper
A methodology for index tracking based on time-series clustering	2019-01-15	Paper
Fractional calculus and fractional processes with applications to financial economics. Theory and applications	2016-10-07	Paper
Mathematical Methods for Finance	2014-02-27	Paper
Factor uniqueness in the S\(\&\)P 500 universe: can proprietary factors exist?	2013-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q5392722	2011-04-13	Paper
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model	2010-07-02	Paper
https://portal.mardi4nfdi.de/entity/Q5324619	2009-08-03	Paper
Black swans and white eagles: On mathematics and finance	2009-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q3433875	2007-04-20	Paper
The waiting-time distribution of trading activity in a double auction artificial financial market	2006-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q5692538	2005-09-28	Paper
Traders' long-run wealth in an artificial financial market	2003-12-18	Paper
Who wins? Study of long-run trader survival in an artificial stock market	2003-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4423811	2003-01-01	Paper
Agent-based simulation of a financial market	2001-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q4494356	2001-09-06	Paper

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