Michele Tumminello

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A network analysis of student mobility patterns from high school to master's Statistical Methods and Applications	2022-01-14	Paper
Emergence of statistically validated financial intraday lead-lag relationships Quantitative Finance	2019-02-06	Paper
Pricing sovereign contingent convertible debt International Journal of Theoretical and Applied Finance	2019-01-10	Paper
Quantifying preferential trading in the e-MID interbank market Quantitative Finance	2018-09-19	Paper
How news affects the trading behaviour of different categories of investors in a financial market Quantitative Finance	2018-09-19	Paper
Designing and pricing guarantee options in defined contribution pension plans Insurance Mathematics & Economics	2015-12-14	Paper
Hierarchically nested factor model from multivariate data Europhysics Letters	2012-08-11	Paper
Spectral properties of correlation matrices for some hierarchically nested factor models	2008-11-03	Paper
SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	2008-07-04	Paper

Research outcomes over time

This page was built for person: Michele Tumminello