Access Statistics for Rosario Nunzio Mantegna

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An interest rates cluster analysis 0 0 0 13 0 0 0 52
Backbone of credit relationships in the Japanese credit market 0 0 0 19 0 0 2 36
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 1 1 2 88
Cluster analysis for portfolio optimization 0 0 2 131 0 4 10 353
Correlation based networks of equity returns sampled at different time horizons 0 1 1 17 0 1 3 81
Correlation, hierarchies, and networks in financial markets 0 0 1 58 0 1 4 188
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 25 0 1 8 156
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 0 1 2 49
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 0 1 1 111
Dynamics of a financial market index after a crash 0 0 0 8 0 1 2 55
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry 0 0 0 7 0 0 0 17
Dynamics of the Number of Trades of Financial Securities 0 0 1 9 0 1 2 26
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 1 19 0 0 1 60
Emergence of statistically validated financial intraday lead-lag relationships 0 0 1 21 0 0 2 72
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 0 1 2 167
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 13 0 2 3 35
Ensemble properties of securities traded in the NASDAQ market 0 0 0 6 0 1 3 28
Evolution of correlation structure of industrial indices of US equity markets 0 0 0 15 0 0 1 54
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 0 45 0 0 1 144
Hierarchical Structure in Financial Markets 0 0 0 111 1 2 2 337
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 0 1 2 96
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 0 0 1 13 1 1 2 39
How news affect the trading behavior of different categories of investors in a financial market 0 0 0 17 0 2 5 80
Identification of clusters of investors from their real trading activity in a financial market 0 0 1 20 0 0 2 70
Introducing Variety in Risk Management 0 0 0 33 0 0 0 72
Introducing Variety in Risk Management 0 0 0 371 0 2 3 676
Kullback-Leibler distance as a measure of the information filtered from multivariate data 0 0 0 41 0 0 3 243
Levels of complexity in financial markets 0 0 0 19 0 1 1 81
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 1 3 359
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 0 0 1 99
Modeling of Financial Data: Comparison of the Truncated L\'evy Flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 10 0 1 1 38
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 1 36 0 0 2 161
Networks of equities in financial markets 0 0 0 57 0 1 4 182
On the interplay between multiscaling and stocks dependence 0 0 0 8 0 0 0 33
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 0 0 1 29
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 0 1 2 138
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 1 3 72
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 1 1 68
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 1 2 2 20
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 0 26 0 2 3 84
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 0 0 2 69
Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo 0 0 0 49 0 2 4 36
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 1 3 136
Specialization of strategies and herding behavior of trading firms in a financial market 1 1 1 15 1 2 3 37
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 0 1 1 45
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 0 0 1 85
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 1 0 0 0 1
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 0 0 1 36
Taxonomy of Stock Market Indices 0 0 0 34 0 1 3 162
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 1 2 24 0 1 2 73
VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS 0 0 0 0 0 0 0 579
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 25 0 1 2 90
Variety and Volatility in Financial Markets 0 0 0 16 0 2 2 67
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 0 2 2 45
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 0 2 4 134
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 1 34 0 0 1 107
Total Working Papers 1 3 14 1,964 5 50 123 6,451
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates 0 0 2 3 0 1 7 33
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management 0 0 0 0 0 0 0 3
An interest rates cluster analysis 0 0 0 8 0 0 0 35
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics 0 0 0 8 0 0 1 36
Applications of statistical mechanics to finance 0 0 2 7 0 0 2 40
Applying complexity science to air traffic management 0 0 0 7 1 1 3 72
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 0 0 0 4 0 1 1 14
Bootstrap validation of links of a minimum spanning tree 0 0 0 2 0 0 0 13
Cluster analysis for portfolio optimization 0 1 15 280 1 2 35 699
Correlation based networks of equity returns sampled at different time horizons 0 0 3 13 0 0 3 54
Correlation, hierarchies, and networks in financial markets 0 0 3 54 0 2 14 212
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 14 0 1 6 65
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 0 0 1 63
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 0 1 3 71
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 0 1 2 14
Dynamics of a financial market index after a crash 0 0 1 2 0 0 2 47
Dynamics of the number of trades of financial securities 0 0 0 3 1 2 2 14
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 5 1 1 2 31
Empirical investigation of stock price dynamics in an emerging market 0 0 0 0 0 0 3 17
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 0 0 0 1 13
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 0 0 1 10
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 2 2 12
Hierarchical structure in financial markets 1 5 19 229 7 17 73 809
Hierarchical structure in financial markets 0 0 4 179 1 4 16 706
High-frequency cross-correlation in a set of stocks 0 0 1 27 0 1 2 88
High-frequency trading and networked markets 0 0 0 4 0 0 2 13
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 0 2 5 50
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 0 0 1 27
Levels of complexity in financial markets 0 0 0 7 0 0 0 28
Long-term ecology of investors in a financial market 1 1 1 4 1 1 1 13
Master curve for price-impact function 0 2 2 12 0 2 4 32
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 0 1 2 18
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 0 0 0 4
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 1 28 0 0 1 139
Networks of equities in financial markets 0 0 0 19 0 0 1 80
On the interplay between multiscaling and stock dependence 0 0 0 4 0 1 1 23
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 0 0 1 6
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 1 1 4 92 1 2 5 195
Quantifying preferential trading in the e-MID interbank market 0 1 2 19 0 1 12 70
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election 0 0 0 0 0 0 0 2
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS 0 0 0 0 0 0 0 8
Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' 0 0 1 15 0 1 2 39
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 0 0 4 0 0 1 15
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 1 1 4 0 1 1 34
Statistical properties of DNA sequences 0 0 0 4 0 0 2 27
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes 0 0 0 0 0 0 0 8
Statistically Validated Networks in Bipartite Complex Systems 0 0 0 0 0 0 0 6
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 2 0 0 1 6
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 0 0 1 4
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 0 2 2 2
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 9 0 0 1 43
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 3 0 1 1 28
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 1 3 3 29
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 13 0 0 2 72
When financial economics influences physics: The role of Econophysics 0 0 0 4 1 2 5 30
Zipf plots and the size distribution of firms 0 0 1 124 0 0 5 379
Total Journal Articles 3 12 63 1,264 16 57 245 4,601
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to Econophysics 0 0 0 0 0 0 5 58
Introduction to Econophysics 0 0 0 0 1 1 8 38
Total Books 0 0 0 0 1 1 13 96

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Statistics updated 2025-05-12