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 2 3 55
Backbone of credit relationships in the Japanese credit market 0 0 0 19 2 4 6 41
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 3 5 7 94
Cluster analysis for portfolio optimization 0 0 0 131 1 2 6 355
Correlation based networks of equity returns sampled at different time horizons 0 0 2 18 4 6 9 89
Correlation, hierarchies, and networks in financial markets 0 1 1 59 3 7 11 198
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 25 2 3 6 159
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 0 1 2 50
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 2 6 7 117
Dynamics of a financial market index after a crash 0 0 1 9 1 2 4 58
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry 0 0 1 8 0 1 3 20
Dynamics of the Number of Trades of Financial Securities 0 0 0 9 1 1 3 28
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 0 19 0 1 1 61
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 21 1 3 4 76
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 1 1 2 168
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 13 1 1 3 36
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning 0 1 1 1 2 7 7 7
Ensemble properties of securities traded in the NASDAQ market 0 0 0 6 1 2 3 30
Evolution of correlation structure of industrial indices of US equity markets 0 0 0 15 2 4 4 58
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 1 1 46 1 4 5 149
Heterogeneity of household stock portfolios in a national market 0 0 2 2 0 1 2 2
Hierarchical Structure in Financial Markets 0 2 2 113 6 18 23 358
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 1 3 5 100
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 0 0 0 13 0 0 2 40
How news affect the trading behavior of different categories of investors in a financial market 0 0 0 17 4 8 12 90
Identification of clusters of investors from their real trading activity in a financial market 0 0 0 20 1 4 5 75
Introducing Variety in Risk Management 0 0 0 33 1 2 2 74
Introducing Variety in Risk Management 0 0 0 371 0 1 3 677
Kullback-Leibler distance as a measure of the information filtered from multivariate data 0 0 0 41 1 1 1 244
Levels of complexity in financial markets 0 0 0 19 1 2 3 83
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 1 4 361
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 0 1 1 100
Modeling of Financial Data: Comparison of the Truncated L\'evy Flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 10 1 5 6 43
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 1 36 0 2 3 163
Networks of equities in financial markets 0 0 0 57 1 3 4 185
On the interplay between multiscaling and stocks dependence 0 0 0 8 1 1 2 35
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 4 5 5 34
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 0 1 2 139
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 2 2 6 77
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 3 7 8 75
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 0 2 4 22
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 0 26 0 1 3 85
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 0 0 0 69
Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo 0 0 0 49 1 2 6 40
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 1 1 3 138
Specialization of strategies and herding behavior of trading firms in a financial market 0 0 1 15 0 2 5 40
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 0 2 4 48
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 2 3 3 88
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 1 3 4 5 6
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 1 3 3 39
Taxonomy of Stock Market Indices 0 0 0 34 1 1 2 163
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 1 24 1 1 3 75
VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS 0 0 0 0 0 2 3 582
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 25 1 1 4 92
Variety and Volatility in Financial Markets 0 0 0 16 2 5 9 74
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 1 3 7 50
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 0 0 5 136
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 34 1 2 3 110
Total Working Papers 0 5 14 1,974 72 166 267 6,661
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 0 3 4 7 9 41
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management 0 0 0 0 1 1 1 4
An interest rates cluster analysis 0 0 0 8 0 0 1 36
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics 0 0 0 8 4 8 9 44
Applications of statistical mechanics to finance 0 0 3 9 1 2 6 45
Applying complexity science to air traffic management 0 0 0 7 3 5 8 78
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 1 1 1 5 2 4 5 18
Bootstrap validation of links of a minimum spanning tree 0 1 1 3 0 2 2 15
Cluster analysis for portfolio optimization 0 0 5 284 2 6 22 719
Correlation based networks of equity returns sampled at different time horizons 0 1 1 14 2 5 5 59
Correlation, hierarchies, and networks in financial markets 0 0 0 54 4 6 19 228
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 14 4 4 7 70
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 2 7 8 71
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 0 0 5 74
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 2 5 9 22
Dynamics of a financial market index after a crash 0 0 1 3 2 2 4 51
Dynamics of the number of trades of financial securities 0 0 0 3 1 3 5 17
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 5 2 7 8 38
Empirical investigation of stock price dynamics in an emerging market 0 0 0 0 1 1 1 18
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 0 1 2 2 15
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 1 2 2 12
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 0 2 12
Hierarchical structure in financial markets 1 2 8 232 7 22 52 843
Hierarchical structure in financial markets 0 1 2 180 2 8 23 724
High-frequency cross-correlation in a set of stocks 0 0 0 27 2 7 11 98
High-frequency trading and networked markets 0 0 0 4 1 2 3 16
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 1 3 6 54
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 1 1 1 28
Levels of complexity in financial markets 0 0 0 7 0 1 1 29
Long-term ecology of investors in a financial market 0 0 1 4 2 3 4 16
Master curve for price-impact function 0 0 3 13 4 9 14 44
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 1 4 6 22
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 2 3 3 7
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 1 29 2 6 8 147
Networks of equities in financial markets 0 0 0 19 1 2 2 82
On the interplay between multiscaling and stock dependence 0 0 0 4 0 1 2 24
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 2 3 5 11
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 0 0 1 92 1 1 3 196
Quantifying preferential trading in the e-MID interbank market 0 0 2 19 1 3 7 75
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election 0 0 0 0 0 0 1 3
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 0 15 1 1 2 40
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 1 1 5 1 5 6 21
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 0 1 4 4 6 7 40
Statistical properties of DNA sequences 0 0 0 4 0 1 3 29
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes 0 0 0 0 0 1 1 9
Statistically Validated Networks in Bipartite Complex Systems 0 0 0 0 0 1 2 8
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 2 8 11 14 19
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 0 2 2 6
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 0 0 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 4 6 49
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 3 0 1 3 30
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 1 1 6 32
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 13 0 2 2 74
When financial economics influences physics: The role of Econophysics 0 0 1 5 1 2 6 34
Zipf plots and the size distribution of firms 0 0 0 124 1 2 2 381
Total Journal Articles 2 7 33 1,282 86 198 356 4,888
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 1 11 47
Introduction to Econophysics 0 0 0 0 4 14 23 81
Total Books 0 0 0 0 5 15 34 128

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Statistics updated 2026-01-09