Access Statistics for Rosario Nunzio Mantegna

Author contact details at EconPapers.

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 1 4 6 58
Backbone of credit relationships in the Japanese credit market 0 0 0 19 1 5 8 44
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 0 6 10 97
Cluster analysis for portfolio optimization 0 0 0 131 2 6 10 360
Correlation based networks of equity returns sampled at different time horizons 0 0 2 18 1 7 12 92
Correlation, hierarchies, and networks in financial markets 0 2 3 61 0 8 16 203
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 25 1 7 9 164
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 1 2 4 52
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 2 10 14 125
Dynamics of a financial market index after a crash 0 0 1 9 0 4 7 61
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry 0 0 1 8 0 0 3 20
Dynamics of the Number of Trades of Financial Securities 0 0 0 9 2 3 5 30
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 0 19 0 2 3 63
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 21 2 7 10 82
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 1 5 5 172
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 13 0 1 3 36
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning 2 2 3 3 7 9 14 14
Ensemble properties of securities traded in the NASDAQ market 0 0 0 6 0 1 3 30
Evolution of correlation structure of industrial indices of US equity markets 0 0 0 15 0 2 4 58
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 1 46 3 6 10 154
Heterogeneity of household stock portfolios in a national market 1 1 3 3 2 5 7 7
Hierarchical Structure in Financial Markets 0 2 4 115 2 13 29 365
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 1 3 7 102
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 0 0 0 13 0 2 4 42
How news affect the trading behavior of different categories of investors in a financial market 0 0 0 17 1 8 15 94
Identification of clusters of investors from their real trading activity in a financial market 0 0 0 20 0 1 5 75
Introducing Variety in Risk Management 0 0 0 371 0 3 4 680
Introducing Variety in Risk Management 0 0 0 33 0 3 4 76
Kullback-Leibler distance as a measure of the information filtered from multivariate data 0 0 0 41 1 4 4 247
Levels of complexity in financial markets 0 0 0 19 0 4 6 86
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 3 5 363
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 0 4 5 104
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 2 7 44
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 36 0 4 6 167
Networks of equities in financial markets 0 0 0 57 0 6 8 190
On the interplay between multiscaling and stocks dependence 0 0 0 8 1 5 6 39
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 0 52 53 82
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 0 1 3 140
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 1 4 8 79
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 5 9 77
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 1 2 6 24
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 0 26 2 4 7 89
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 0 2 2 71
Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo 0 0 0 49 1 5 8 44
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 5 7 142
Specialization of strategies and herding behavior of trading firms in a financial market 0 0 1 15 0 2 7 42
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 1 2 6 50
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 2 6 7 92
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 1 0 4 6 7
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 1 6 8 44
Taxonomy of Stock Market Indices 0 0 0 34 1 5 6 167
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 24 1 5 6 79
VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS 0 0 0 0 3 6 9 588
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 25 0 1 3 92
Variety and Volatility in Financial Markets 0 0 0 16 2 6 13 78
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 0 8 13 57
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 2 4 7 140
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 34 1 3 5 112
Total Working Papers 3 7 19 1,981 52 303 477 6,892
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 1 1 1 4 7 17 21 54
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management 0 0 0 0 1 4 4 7
An interest rates cluster analysis 0 0 0 8 0 4 5 40
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics 0 0 0 8 0 5 9 45
Applications of statistical mechanics to finance 0 0 2 9 0 4 8 48
Applying complexity science to air traffic management 0 0 0 7 0 6 10 81
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 0 1 1 5 2 7 9 23
Bootstrap validation of links of a minimum spanning tree 0 0 1 3 2 4 6 19
Cluster analysis for portfolio optimization 1 2 6 286 2 12 31 729
Correlation based networks of equity returns sampled at different time horizons 0 0 1 14 1 4 7 61
Correlation, hierarchies, and networks in financial markets 1 1 1 55 2 11 23 235
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 14 1 7 8 73
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 0 3 9 72
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 0 1 5 75
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 0 6 13 26
Dynamics of a financial market index after a crash 0 0 1 3 0 5 7 54
Dynamics of the number of trades of financial securities 0 0 0 3 0 3 6 19
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 5 0 6 12 42
Empirical investigation of stock price dynamics in an emerging market 0 0 0 0 0 8 8 25
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 0 1 2 3 16
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 0 5 6 16
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 3 4 15
Hierarchical structure in financial markets 0 3 6 234 5 21 56 857
Hierarchical structure in financial markets 1 2 3 182 6 13 32 735
High-frequency cross-correlation in a set of stocks 0 0 0 27 2 5 13 101
High-frequency trading and networked markets 0 0 0 4 1 3 5 18
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 1 3 8 56
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 0 2 2 29
Levels of complexity in financial markets 0 0 0 7 0 2 3 31
Long-term ecology of investors in a financial market 0 0 1 4 2 8 10 22
Master curve for price-impact function 0 0 2 13 1 9 18 49
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 0 3 6 24
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 0 4 5 9
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 1 29 2 6 12 151
Networks of equities in financial markets 0 0 0 19 1 5 6 86
On the interplay between multiscaling and stock dependence 0 0 0 4 0 4 5 28
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 0 5 8 14
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 0 0 1 92 0 4 5 199
Quantifying preferential trading in the e-MID interbank market 0 0 1 19 0 5 10 79
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election 0 0 0 0 0 1 2 4
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS 0 0 0 0 0 3 3 11
Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' 0 0 0 15 1 4 4 43
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 0 1 5 0 6 11 26
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 0 0 4 1 6 8 42
Statistical properties of DNA sequences 0 1 1 5 1 4 6 33
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes 0 0 0 0 3 5 6 14
Statistically Validated Networks in Bipartite Complex Systems 1 1 1 1 3 4 6 12
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 2 0 58 63 69
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 1 4 6 10
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 0 0 0 2
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 9 0 3 9 52
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 3 1 1 3 31
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 0 4 7 35
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 1 1 14 0 2 4 76
When financial economics influences physics: The role of Econophysics 0 0 1 5 0 5 9 38
Zipf plots and the size distribution of firms 0 1 1 125 0 5 6 385
Total Journal Articles 5 14 35 1,294 51 344 571 5,146
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 1 7 16 53
Introduction to Econophysics 0 0 0 0 5 14 33 91
Total Books 0 0 0 0 6 21 49 144

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Statistics updated 2026-03-04