Sfoglia per Autore
Volatility in financial markets: Stochastic models and empirical results
2002-01-01 Miccichè, S.; Bonanno, G.; Lillo, F.; Mantegna, R.
Degree stability of a minimum spanning tree of price return and volatility
2003-01-01 Miccichè, S.; Bonanno, G.; Lillo, F.; Mantegna, R.
Price impact function of a single transaction
2004-01-01 LILLO, F; DOYNE FARMER, J; MANTEGNA, RN
Price impact function of a single transaction
2004-01-01 LILLO F; J DOYNE FARMER; ROSARIO N MANTEGNA
Modeling the dynamics os a financial index after a crash
2004-01-01 LILLO F; MANTEGNA RN
On the origin of power law tails in price fluctuations
2004-01-01 LILLO F; JD FARMER
Univariate and multivariate statistical aspects of equity volatility
2004-01-01 Miccichè, S.; Lillo, F.; Bonanno, G.; Mantegna, R.
Dynamics of a financial market index after a crash
2004-01-01 LILLO F; RN MANTEGNA
What really causes large price changes?
2004-01-01 JD FARMER; L GILLEMOT; LILLO, F; S MIKE; A SEN
Modeling the dynamics os a financial index after a crash
2004-01-01 LILLO F; ROSARIO N MANTEGNA
Networks of equities in financial markets
2004-01-01 BONANNO, G; CALDARELLI, G; LILLO, F; MICCICHE', S; VANDEWALLE, N; MANTEGNA, RN
The long memory of efficient market
2004-01-01 LILLO F; JD FARMER
The key role of liquidity fluctuations in detrmining large price fluctuations
2005-01-01 LILLO F; JDOYNE FARMER
Ultrametric matrices and factor models
2005-01-01 TUMMINELLO M; LILLO F; MANTEGNA R N
Spectral density of the correlation matrix of factor models: A random matrix theory approach
2005-01-01 LILLO F; RN MANTEGNA
Econofisica: il contributo dei fisici allo studio dei sistemi economici
2005-01-01 LILLO F; MICCICHE' S; MANTEGNA RN
Inverted Repeats in Viral Genomes
2005-01-01 M SPANO; LILLO F; S MICCICHE; R N MANTEGNA
Correlation based hierarchical clustering in financial time series
2005-01-01 S MICCICHE'; F LILLO; RN MANTEGNA
Sector identification in a set of stock return time series traded at the London Stock Exchange
2005-01-01 CORONNELLO C; TUMMINELLO M; LILLO F; MICCICHE' S; MANTEGNA R N
Scaling and data collapse for the mean exit time of asset prices
2005-01-01 MONTERO M; PERELLO' J; MASOLIVER J; LILLO F; MICCICHE' S; MANTEGNA RN
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