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Results:
1-18
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Results: 18
Authors:
Lillo, F
Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Empirical properties of the variety of a financial portfolio and the single-index model, EUR PHY J B, 20(4), 2001, pp. 503-509
Authors:
Mantegna, RN
Spagnolo, B
Trapanese, M
Citation: Rn. Mantegna et al., Linear and nonlinear experimental regimes of stochastic resonance - art. no. 011101, PHYS REV E, 6301(1), 2001, pp. 1101
Authors:
Bonanno, G
Lillo, F
Mantegna, RN
Citation: G. Bonanno et al., Levels of complexity in financial markets, PHYSICA A, 299(1-2), 2001, pp. 16-27
Authors:
Lillo, F
Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Ensemble properties of securities traded in the NASDAQ market, PHYSICA A, 299(1-2), 2001, pp. 161-167
Authors:
Lillo, F
Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Symmetry alteration of ensemble return distribution in crash and rally days of financial markets, EUR PHY J B, 15(4), 2000, pp. 603-606
Authors:
Bonanno, G
Vandewalle, N
Mantegna, RN
Citation: G. Bonanno et al., Taxonomy of stock market indices, PHYS REV E, 62(6), 2000, pp. R7615-R7618
Authors:
Lillo, F
Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Variety and volatility in financial markets, PHYS REV E, 62(5), 2000, pp. 6126-6134
Authors:
Lillo, F
Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Drift-controlled anomalous diffusion: A solvable Gaussian model, PHYS REV E, 61(5), 2000, pp. R4675-R4678
Authors:
Kullmann, L
Kertesz, J
Mantegna, RN
Citation: L. Kullmann et al., Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions, PHYSICA A, 287(3-4), 2000, pp. 412-419
Authors:
Bonanno, G
Lillo, F
Mantegna, RN
Citation: G. Bonanno et al., Dynamics of the number of trades of financial securities, PHYSICA A, 280(1-2), 2000, pp. 136-141
Authors:
Lillo, F
Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Anomalous spreading of power-law quantum wave packets, PHYS REV L, 84(6), 2000, pp. 1061-1065
Authors:
Mantegna, RN
Spagnolo, B
Citation: Rn. Mantegna et B. Spagnolo, Experimental investigation of resonant activation, PHYS REV L, 84(14), 2000, pp. 3025-3028
Authors:
Mantegna, RN
Citation: Rn. Mantegna, Hierarchical structure in financial markets, EUR PHY J B, 11(1), 1999, pp. 193-197
Authors:
Principato, F
Ferrante, G
Mantegna, RN
Citation: F. Principato et al., A method for the analytical calculation of noise parameters of linear two-ports with crosscorrelated noise sources, IEEE CIRC-I, 46(8), 1999, pp. 1019-1022
Authors:
Mantegna, RN
Palagyi, Z
Stanley, HE
Citation: Rn. Mantegna et al., Applications of statistical mechanics to finance, PHYSICA A, 274(1-2), 1999, pp. 216-221
Authors:
Palagyi, Z
Mantegna, RN
Citation: Z. Palagyi et Rn. Mantegna, Empirical investigation of stock price dynamics in an emerging market, PHYSICA A, 269(1), 1999, pp. 132-139
Authors:
Mantegna, RN
Citation: Rn. Mantegna, Proceedings of the International Workshop on Econophysics and Statistical Finance held at University of Palermo, Italy 28-30 September 1998 - Preface, PHYSICA A, 269(1), 1999, pp. XIII-XIV
Authors:
Mantegna, RN
Citation: Rn. Mantegna, Information and hierarchical structure in financial markers, COMP PHYS C, 122, 1999, pp. 153-156
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