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 1 13 0 0 3 52
Backbone of credit relationships in the Japanese credit market 0 0 0 19 0 0 0 34
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 0 0 1 87
Cluster analysis for portfolio optimization 1 1 1 130 1 2 6 345
Correlation based networks of equity returns sampled at different time horizons 0 0 0 16 0 0 2 78
Correlation, hierarchies, and networks in financial markets 0 0 0 57 0 1 1 185
Degree stability of a minimum spanning tree of price return and volatility 0 0 1 25 1 4 9 152
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 0 0 0 47
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 0 0 0 110
Dynamics of a financial market index after a crash 0 0 0 8 0 0 2 53
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 1 1 9 0 1 1 25
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 0 18 0 0 0 59
Emergence of statistically validated financial intraday lead-lag relationships 0 1 2 21 1 2 3 72
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 0 0 1 165
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 13 0 0 0 32
Ensemble properties of securities traded in the NASDAQ market 0 0 1 6 0 0 1 25
Evolution of correlation structure of industrial indices of US equity markets 0 0 0 15 0 0 0 53
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 0 45 0 0 0 143
Hierarchical Structure in Financial Markets 0 0 0 111 0 0 4 335
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 0 0 0 94
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 0 0 0 12 0 0 3 37
How news affect the trading behavior of different categories of investors in a financial market 0 0 0 17 0 1 2 76
Identification of clusters of investors from their real trading activity in a financial market 0 0 0 19 0 0 0 68
Introducing Variety in Risk Management 0 0 0 371 0 0 0 673
Introducing Variety in Risk Management 0 0 0 33 0 0 0 72
Kullback-Leibler distance as a measure of the information filtered from multivariate data 0 0 1 41 1 1 2 241
Levels of complexity in financial markets 0 0 0 19 0 0 0 80
Market impact and trading profile of large trading orders in stock markets 0 0 1 122 0 0 3 356
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 0 0 2 98
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 0 0 37
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 35 0 0 0 159
Networks of equities in financial markets 0 0 2 57 1 1 10 179
On the interplay between multiscaling and stocks dependence 0 0 1 8 0 0 1 33
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 0 0 0 28
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 0 0 0 136
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 0 0 67
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 0 0 0 18
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 1 26 0 0 1 81
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 0 1 1 68
Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo 0 0 1 49 0 1 3 33
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 2 48 0 1 3 134
Specialization of strategies and herding behavior of trading firms in a financial market 0 0 0 14 0 0 1 34
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 0 0 1 44
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 0 1 1 85
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 0 0 1 35
Taxonomy of Stock Market Indices 0 0 2 34 0 0 3 159
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 22 0 0 1 71
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 0 1 88
Variety and Volatility in Financial Markets 0 0 0 16 0 0 0 65
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 0 0 3 43
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 1 1 2 131
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 1 1 34 0 1 3 107
Total Working Papers 1 4 19 1,932 6 19 82 6,278
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 2 2 3 0 5 8 31
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 2 8 0 0 3 35
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics 0 0 0 8 0 0 2 35
Applications of statistical mechanics to finance 0 0 1 6 0 0 1 39
Applying complexity science to air traffic management 0 0 0 7 0 0 0 69
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 0 0 1 4 0 0 1 13
Bootstrap validation of links of a minimum spanning tree 0 0 0 2 0 0 1 13
Cluster analysis for portfolio optimization 0 2 18 268 5 11 49 678
Correlation based networks of equity returns sampled at different time horizons 0 0 1 10 0 0 4 51
Correlation, hierarchies, and networks in financial markets 0 0 2 51 2 5 11 203
Degree stability of a minimum spanning tree of price return and volatility 0 0 1 14 0 2 8 62
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 0 0 0 62
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 0 0 1 68
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 0 0 1 12
Dynamics of a financial market index after a crash 0 0 0 1 0 0 0 45
Dynamics of the number of trades of financial securities 0 0 0 3 0 0 0 12
Emergence of statistically validated financial intraday lead-lag relationships 0 0 1 5 1 1 5 30
Empirical investigation of stock price dynamics in an emerging market 0 0 0 0 0 0 0 14
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 0 0 0 0 12
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 0 0 0 9
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 0 0 10
Hierarchical structure in financial markets 0 2 5 177 1 4 35 696
Hierarchical structure in financial markets 3 9 25 220 6 23 85 766
High-frequency cross-correlation in a set of stocks 0 0 0 26 0 0 1 86
High-frequency trading and networked markets 0 0 0 4 0 1 4 13
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 1 1 2 46
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 0 0 0 26
Levels of complexity in financial markets 0 0 0 7 0 0 0 28
Long-term ecology of investors in a financial market 0 0 0 3 0 0 0 12
Master curve for price-impact function 0 0 1 10 0 2 7 30
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 0 0 0 16
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 0 0 1 4
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 1 27 0 0 3 138
Networks of equities in financial markets 0 0 2 19 1 1 6 80
On the interplay between multiscaling and stock dependence 0 0 1 4 0 0 2 22
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 0 0 2 5
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 2 2 2 90 2 2 2 192
Quantifying preferential trading in the e-MID interbank market 0 0 3 17 2 2 7 60
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 1 8
Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' 0 1 1 15 0 1 1 38
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 0 0 4 0 1 1 15
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 0 0 3 0 0 0 33
Statistical properties of DNA sequences 0 0 0 4 0 0 0 25
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 1 2 0 0 1 5
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 0 0 1 3
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 0 0 0 0
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 9 0 0 0 42
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 1 3 0 0 1 27
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 0 0 0 26
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 1 13 0 1 6 71
When financial economics influences physics: The role of Econophysics 0 0 0 4 0 1 1 26
Zipf plots and the size distribution of firms 0 0 0 123 0 1 3 376
Total Journal Articles 5 18 73 1,222 21 65 268 4,437

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 1 7 33
Introduction to Econophysics 0 0 0 0 0 2 8 55
Total Books 0 0 0 0 0 3 15 88

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Statistics updated 2024-09-04