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Mantegna, Rosario N.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,197 |
Total
Citations
6 |
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1.
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Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University
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227
(65,610)
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Multivariate Analysis, Hierarchical Clustering, Correlation Based Networks, Bootstrap Validation, Factor Models, Kullback-Leibler Distance
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2.
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Eisler, Zoltan
Capital Fund Management Kertesz, Janos
Budapest University of Technology and Economics - Department of Theoretical Physics Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University
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155
(95,039)
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order books, double auction, random walk, econophysics
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3.
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Pantaleo, Ester
Università degli Studi di Bari “Aldo Moro” Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University
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129
(111,253)
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portfolio optimization, covariance matrix estimator
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4.
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Mattiussi, Vanessa
City University London - Department of Economics Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Iori, Giulia
City University London - Department of Economics Mantegna, Rosario N.
Central European University
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125
(114,135)
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Correlation estimation, Pearson estimator, Fourier estimator, Hayashi-Yoshida estimator, Kullback-Leibler divergence
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5.
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Lillo, Fabrizio
University of Palermo Miccichè, Salvatore
University of Palermo - Department of Physics Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Piilo, Jyrki
University of Turku Mantegna, Rosario N.
Central European University
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95
(139,883)
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Firm-specific news, News sentiment, Trading, Single investors
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6.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics Lillo, Fabrizio
University of Palermo Miccichè, Salvatore
University of Palermo - Department of Physics Mantegna, Rosario N.
Central European University
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88
(147,208)
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Continuous time random walk, mean exit time, Markov process
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7.
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Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Lillo, Fabrizio
University of Palermo Piilo, Jyrki
University of Turku Mantegna, Rosario N.
Central European University
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20 Jul 11
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Last Revised:
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25 Jul 11
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76
(161,198)
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1
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Financial markets, Institutional and individual investors, Households finance, Complex systems, Networks
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8.
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Song, Dong-Ming
East China University of Science and Technology (ECUST) Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Zhou, Wei-Xing
East China University of Science and Technology - School of Business Mantegna, Rosario N.
Central European University
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62
(180,599)
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1
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financial markets, globalization, correlation-based networks
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9.
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Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University Miccichè, Salvatore
University of Palermo - Department of Physics Piilo, Jyrki
University of Turku Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
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55
(191,719)
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3
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Networks, Complex Systems
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10.
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Carollo, Angelo
University of Palermo Vaglica, Gabriella
University of Palermo Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University
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26 Feb 11
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Last Revised:
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11 Dec 11
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49
(202,114)
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1
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Financial markets, market segments, high frequency trading, upstair market, price impact
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11.
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Vaglica, Gabriella
University of Palermo Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University
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41
(217,652)
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12.
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Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Edling, Christofer
affiliation not provided to SSRN Liljeros, Fredrik
Stockholm University - Department of Sociology Mantegna, Rosario N.
Central European University Sarnecki, Jerzy
affiliation not provided to SSRN
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33
(235,417)
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complex systems, social systems, crime, networks
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13.
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Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences Miccichè, Salvatore
University of Palermo - Department of Physics Varho, Jan
University of Turku Piilo, Jyrki
University of Turku Mantegna, Rosario N.
Central European University
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31
(240,458)
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candidate gender, information aggregation in voting, quantitative analysis of political profile
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14.
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Lunardi, José T.
Universidade Estadual de Ponta Grossa - Departamento de Matematica e Estatistica Miccichè, Salvatore
University of Palermo - Department of Physics Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University Gallegati, Mauro
Università Politecnica delle Marche - Faculty of Economics
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31
(240,458)
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15.
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Moro, Esteban
Universidad Carlos III de Madrid Vicente, Javier
Santa Fe Institute Moyano, Luis G.
Universidad Carlos III de Madrid Gerig, Austin
University of Oxford - Said Business School Farmer, J. Doyne
Santa Fe Institute Vaglica, Gabriella
University of Palermo Lillo, Fabrizio
University of Palermo Mantegna, Rosario N.
Central European University
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financial markets, market impact, large trading orders
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Records 1 -
15
of 15 matches
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