Rosario Nunzio Mantegna
Rosario Nunzio Mantegna
Professor of Applied Physics. Department of Physics and Chemistry, Università degli Studi Palermo
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Citado por
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Introduction to econophysics: correlations and complexity in finance
RN Mantegna, HE Stanley
Cambridge university press, 1999
Hierarchical structure in financial markets
RN Mantegna
The European Physical Journal B-Condensed Matter and Complex Systems 11, 193-197, 1999
Scaling behaviour in the dynamics of an economic index
RN Mantegna, HE Stanley
Nature 376 (6535), 46-49, 1995
Stochastic process with ultraslow convergence to a Gaussian: the truncated Lévy flight
RN Mantegna, HE Stanley
Physical Review Letters 73 (22), 2946, 1994
A tool for filtering information in complex systems
M Tumminello, T Aste, T Di Matteo, RN Mantegna
Proceedings of the National Academy of Sciences 102 (30), 10421-10426, 2005
Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes
RN Mantegna
Physical Review E 49 (5), 4677, 1994
Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis
SV Buldyrev, AL Goldberger, S Havlin, RN Mantegna, ME Matsa, ...
Physical Review E 51 (5), 5084, 1995
Topology of correlation-based minimal spanning trees in real and model markets
G Bonanno, G Caldarelli, F Lillo, RN Mantegna
Physical Review E 68 (4), 046130, 2003
Networks of equities in financial markets
G Bonanno, G Caldarelli, F Lillo, S Micciche, N Vandewalle, ...
The European Physical Journal B 38, 363-371, 2004
Turbulence and financial markets
RN Mantegna, HE Stanley
Nature 383 (6601), 587-588, 1996
Master curve for price-impact function
F Lillo, JD Farmer, RN Mantegna
Nature 421 (6919), 129-130, 2003
Linguistic features of noncoding DNA sequences
RN Mantegna, SV Buldyrev, AL Goldberger, S Havlin, CK Peng, ...
Physical review letters 73 (23), 3169, 1994
Correlation, hierarchies, and networks in financial markets
M Tumminello, F Lillo, RN Mantegna
Journal of economic behavior & organization 75 (1), 40-58, 2010
Zipf plots and the size distribution of firms
MHR Stanley, SV Buldyrev, S Havlin, RN Mantegna, MA Salinger, ...
Economics letters 49 (4), 453-457, 1995
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
DY Kenett, M Tumminello, A Madi, G Gur-Gershgoren, RN Mantegna, ...
PloS one 5 (12), e15032, 2010
Noise enhanced stability in an unstable system
RN Mantegna, B Spagnolo
Physical review letters 76 (4), 563, 1996
Cluster analysis for portfolio optimization
V Tola, F Lillo, M Gallegati, RN Mantegna
Journal of Economic Dynamics and Control 32 (1), 235-258, 2008
High-frequency cross-correlation in a set of stocks
G Bonanno, F Lillo, RN Mantegna
Taylor & Francis Group 1 (1), 96-104, 2001
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics
HE Stanley, V Afanasyev, LAN Amaral, SV Buldyrev, AL Goldberger, ...
Physica A: Statistical Mechanics and its Applications 224 (1-2), 302-321, 1996
Lévy walks and enhanced diffusion in Milan stock exchange
RN Mantegna
Physica A: Statistical Mechanics and its Applications 179 (2), 232-242, 1991
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