Tiziana Di Matteo

King's College London

Strand

London, England WC2R 2LS

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

112

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods

Number of pages: 24 Posted: 17 Nov 2014 Last Revised: 18 Nov 2014
Nicolo Musmeci, Tomaso Aste and Tiziana Di Matteo
King's College London, University College London and King's College London
Downloads 111 (337,823)
Citation 5

Abstract:

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Information Filtering Networks, Financial Networks, Economic Sectors

2.

Universalities in the Dynamics of Cryptocurrencies: Stability, Scaling and Size

Journal of Network Theory in Finance, Vol. 5, No. 4, 2019
Number of pages: 34 Posted: 19 Jan 2021
Andrey Pogudin, Anindya S. Chakrabati and Tiziana Di Matteo
King's College London, Indian Institute of Management (IIM), Ahmedabad and King's College London
Downloads 1 (889,430)
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Abstract:

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cryptocurrency, Bitcoin, blockchain, network, volatility, stability, scaling

3.

Long Term Memories of Developed and Emerging Markets: Using the Scaling Analysis to Characterize Their Stage of Development

Journal of Banking and Finance Volume 29, Issue 4 , April 2005, Pages 827-851
Posted: 21 Jun 2013
Tiziana Di Matteo, Tomaso Aste and Michel M. Dacorogna
King's College London, Australian National University and DEAR-Consulting

Abstract:

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Scaling exponents, Time series analysis, Multi-fractals

4.

Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behavior of the Marcov-Switching Multifractal Model with Lognormal Volatility Components

Advances in Complex Systems, Vol. 11, No. 5, pp. 669-684, 2008
Posted: 19 Apr 2010
Tiziana Di Matteo, Thomas Lux and Ruipeng Liu
King's College London, University of Kiel - Institute of Economics and Deakin University

Abstract:

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Markov-switching multifractal, scaling, Hurst exponent

5.

Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations

Advances in Complex Systems, Vol. 11, No. 6, pp. 927-950, 2008
Posted: 16 Apr 2010 Last Revised: 21 Apr 2010
Tiziana Di Matteo, Tomaso Aste and Francesco Pozzi
King's College London, Australian National University and The Australian National University

Abstract:

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Econophysics, networks, minimum spanning tree, planar maximally filtered graph, financial data correlations