Rosario Nunzio Mantegna
Rosario Nunzio Mantegna
Department of Physics and Chemistry, Università degli Studi di Palermo, Palermo, Italy
Email verificata su unipa.it - Home page
Titolo
Citata da
Citata da
Anno
Introduction to econophysics: correlations and complexity in finance
RN Mantegna, HE Stanley
Cambridge university press, 1999
48771999
Scaling behaviour in the dynamics of an economic index
RN Mantegna, HE Stanley
Nature 376 (6535), 46-49, 1995
21551995
Hierarchical structure in financial markets
RN Mantegna
The European Physical Journal B-Condensed Matter and Complex Systems 11 (1 …, 1999
17731999
Stochastic process with ultraslow convergence to a Gaussian: the truncated Lévy flight
RN Mantegna, HE Stanley
Physical Review Letters 73 (22), 2946, 1994
9411994
Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis
SV Buldyrev, AL Goldberger, S Havlin, RN Mantegna, ME Matsa, ...
Physical Review E 51 (5), 5084, 1995
6771995
A tool for filtering information in complex systems
M Tumminello, T Aste, T Di Matteo, RN Mantegna
Proceedings of the National Academy of Sciences 102 (30), 10421-10426, 2005
5872005
Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes
RN Mantegna
Physical Review E 49 (5), 4677, 1994
5061994
Topology of correlation-based minimal spanning trees in real and model markets
G Bonanno, G Caldarelli, F Lillo, RN Mantegna
Physical Review E 68 (4), 046130, 2003
4632003
Turbulence and financial markets
RN Mantegna, HE Stanley
Nature 383 (6601), 587-588, 1996
4501996
Linguistic features of noncoding DNA sequences
RN Mantegna, SV Buldyrev, AL Goldberger, S Havlin, CK Peng, ...
Physical review letters 73 (23), 3169, 1994
4321994
Master curve for price-impact function
F Lillo, JD Farmer, RN Mantegna
Nature 421 (6919), 129-130, 2003
4032003
Networks of equities in financial markets
G Bonanno, G Caldarelli, F Lillo, S Micciche, N Vandewalle, ...
The European Physical Journal B 38 (2), 363-371, 2004
3952004
Zipf plots and the size distribution of firms
MHR Stanley, SV Buldyrev, S Havlin, RN Mantegna, MA Salinger, ...
Economics letters 49 (4), 453-457, 1995
3581995
Noise enhanced stability in an unstable system
RN Mantegna, B Spagnolo
Physical review letters 76 (4), 563, 1996
3081996
High-frequency cross-correlation in a set of stocks
G Bonanno, F Lillo, RN Mantegna
Taylor & Francis Group 1 (1), 96-104, 2001
2852001
Correlation, hierarchies, and networks in financial markets
M Tumminello, F Lillo, RN Mantegna
Journal of economic behavior & organization 75 (1), 40-58, 2010
2842010
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
DY Kenett, M Tumminello, A Madi, G Gur-Gershgoren, RN Mantegna, ...
PloS one 5 (12), 2010
2692010
Lévy walks and enhanced diffusion in Milan stock exchange
RN Mantegna
Physica A: Statistical Mechanics and its Applications 179 (2), 232-242, 1991
2611991
Quantitative analysis of senile plaques in Alzheimer disease: observation of log-normal size distribution and molecular epidemiology of differences associated with …
BT Hyman, HL West, GW Rebeck, SV Buldyrev, RN Mantegna, M Ukleja, ...
Proceedings of the National Academy of Sciences 92 (8), 3586-3590, 1995
2591995
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics
HE Stanley, V Afanasyev, LAN Amaral, SV Buldyrev, AL Goldberger, ...
Physica-Section A 224 (1), 302-321, 1996
2471996
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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