21
H index
37
i10 index
1853
Citations
| 21 H index 37 i10 index 1853 Citations RESEARCH PRODUCTION: 52 Articles 56 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rosario Nunzio Mantegna. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 16 |
Quantitative Finance | 10 |
PLOS ONE | 9 |
The European Physical Journal B: Condensed Matter and Complex Systems | 7 |
Journal of Economic Dynamics and Control | 3 |
Journal of Air Transport Management | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 50 |
Year | Title of citing document | |
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2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025. Full description at Econpapers || Download paper | |
2048 | How do countries specialize in food production? A complex-network analysis of the global agricultural product space. (2048). Fagiolo, Giorgio ; Duenas, Marco ; Campi, Mercedes ; Dueas, Marco. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202048. Full description at Econpapers || Download paper | |
2020 | A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485. Full description at Econpapers || Download paper | |
2020 | Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028. Full description at Econpapers || Download paper | |
2020 | The market nanostructure origin of asset price time reversal asymmetry. (2019). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus. In: Papers. RePEc:arx:papers:1901.00834. Full description at Econpapers || Download paper | |
2020 | Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908. Full description at Econpapers || Download paper | |
2020 | Growth Dynamics of Value and Cost Trade-off in Competitive Temporal Networks. (2019). Jafari, Hamid ; Sedighi, Mohammadbashir ; Ardalankia, Jamshid ; Masoomi, Razieh ; Hasani, Sheida. In: Papers. RePEc:arx:papers:1908.11433. Full description at Econpapers || Download paper | |
2020 | Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807. Full description at Econpapers || Download paper | |
2020 | A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics. (2019). Lillo, Fabrizio ; Bormetti, Giacomo ; Vassallo, Danilo. In: Papers. RePEc:arx:papers:1910.01407. Full description at Econpapers || Download paper | |
2020 | Unveil stock correlation via a new tensor-based decomposition method. (2019). di Matteo, Tiziana ; Gramatica, Ruggero ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:1911.06126. Full description at Econpapers || Download paper | |
2020 | A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226. Full description at Econpapers || Download paper | |
2020 | Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518. Full description at Econpapers || Download paper | |
2020 | Nonparametric sign prediction of high-dimensional correlation matrix coefficients. (2020). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2001.11214. Full description at Econpapers || Download paper | |
2020 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
2020 | The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676. Full description at Econpapers || Download paper | |
2020 | From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Baronchelli, Andrea ; Gallo, Angela ; Lepri, Bruno ; Alessandretti, Laura ; Lucchini, Lorenzo. In: Papers. RePEc:arx:papers:2004.07290. Full description at Econpapers || Download paper | |
2020 | Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759. Full description at Econpapers || Download paper | |
2020 | A perspective on correlation-based financial networks and entropy measures. (2020). Kumar, Sunil ; Gupta, Priya ; Pharasi, Hirdesh K ; Kukreti, Vishwas. In: Papers. RePEc:arx:papers:2004.09448. Full description at Econpapers || Download paper | |
2020 | Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560. Full description at Econpapers || Download paper | |
2020 | Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536. Full description at Econpapers || Download paper | |
2020 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160. Full description at Econpapers || Download paper | |
2020 | Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation. (2020). Niranjan, Mahesan ; Millington, Tristan. In: Papers. RePEc:arx:papers:2005.03963. Full description at Econpapers || Download paper | |
2020 | Analysis of the Global Banking Network by Random Matrix Theory. (2020). Jafari, Reza G ; Haven, Emmanuel ; Hosseiny, Ali ; Hedayatifar, Leila ; Raei, Reza ; Ardalankia, Jamshid ; Namaki, Ali. In: Papers. RePEc:arx:papers:2007.14447. Full description at Econpapers || Download paper | |
2020 | Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2020). Tantari, Daniele ; Lillo, Fabrizio ; di Gangi, Domenico ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2007.15545. Full description at Econpapers || Download paper | |
2021 | An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390. Full description at Econpapers || Download paper | |
2020 | Sparse network asymptotics for logistic regression. (2020). Graham, Bryan S. In: Papers. RePEc:arx:papers:2010.04703. Full description at Econpapers || Download paper | |
2020 | The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890. Full description at Econpapers || Download paper | |
2020 | Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance. (2020). Zhong, Chen-Yang ; Xu, Wen-Juan ; He, Yun-Xin ; Chen, Rong-Da ; Qiu, Tian ; Ren, Fei. In: Papers. RePEc:arx:papers:2010.08962. Full description at Econpapers || Download paper | |
2020 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper | |
2021 | Sentiment Diffusion in Financial News Networks and Associated Market Movements. (2020). Yang, Jie ; Wan, Xingchen ; Dong, Xiaowen ; Zohren, Stefan ; Calliess, Jan-Peter ; Marinov, Slavi. In: Papers. RePEc:arx:papers:2011.06430. Full description at Econpapers || Download paper | |
2020 | Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations. (2020). Schell, Andreas ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2011.07570. Full description at Econpapers || Download paper | |
2020 | Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents. (2020). Karakatsanis, Leonidas P ; Antoniades, Ioannis P ; Pavlos, Evgenios G. In: Papers. RePEc:arx:papers:2012.06856. Full description at Econpapers || Download paper | |
2020 | Algorithms for Learning Graphs in Financial Markets. (2020). Palomar, Daniel Perez ; Ying, Jiaxi ; Jos'e Vin'icius de Miranda Cardoso, . In: Papers. RePEc:arx:papers:2012.15410. Full description at Econpapers || Download paper | |
2020 | Robust Mean–Variance Portfolio Selection Using Cluster Analysis: A Comparison between Kamila and Weighted K-Mean Clustering. (2020). Rosadi, Dedi ; Gubu, LA. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1169-1186. Full description at Econpapers || Download paper | |
2020 | Interbank relationship lending in Colombia. (2020). Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1118. Full description at Econpapers || Download paper | |
2021 | Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151. Full description at Econpapers || Download paper | |
2020 | Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market. (2020). Bartolucci, Francesco ; Bianchi, Federica ; Mira, Antonietta ; Peluso, Stefano. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:711-739. Full description at Econpapers || Download paper | |
2020 | Firm size and economic concentration: An analysis from lognormal expansion. (2020). Perote, Javier ; Lozada, Juan M ; Cortes, Lina. In: Documentos de Trabajo CIEF. RePEc:col:000122:018185. Full description at Econpapers || Download paper | |
2020 | A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market. (2020). Ouenniche, Jamal ; Aziz, Saqib ; Mohmand, Yasir Tariq ; Aslam, Faheem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303452. Full description at Econpapers || Download paper | |
2020 | Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme. (2020). Alves, P. R. L., . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300941. Full description at Econpapers || Download paper | |
2020 | The origin of collective phenomena in firm sizes. (2020). Ahn, Kwangwon ; Park, Sung-Pil ; Dai, Bingcun ; Ji, Guseon. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920302186. Full description at Econpapers || Download paper | |
2020 | Fractal structure in the S&P500: A correlation-based threshold network approach. (2020). Song, Jae Wook ; Chang, Woojin ; Lee, Changju ; Ku, Seungmo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302484. Full description at Econpapers || Download paper | |
2020 | Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x. Full description at Econpapers || Download paper | |
2020 | Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155. Full description at Econpapers || Download paper | |
2020 | Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336. Full description at Econpapers || Download paper | |
2020 | Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301901. Full description at Econpapers || Download paper | |
2020 | Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826. Full description at Econpapers || Download paper | |
2020 | Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455. Full description at Econpapers || Download paper | |
2020 | Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514. Full description at Econpapers || Download paper | |
2020 | The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS. (2020). Ripollés, Jordi ; Ripolles, Jordi ; Tedeschi, Gabriele ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318307682. Full description at Econpapers || Download paper | |
2020 | Predicting scientific research trends based on link prediction in keyword networks. (2020). Sarmoor, Zahra Shafaeipour ; Behrouzi, Saman ; Kavousi, Kaveh ; Hajsadeghi, Khosrow. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:4:s1751157720300456. Full description at Econpapers || Download paper | |
2020 | New centrality and causality metrics assessing air traffic network interactions. (2020). Gurtner, Grald ; Delgado, Luis ; Lillo, Fabrizio ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:85:y:2020:i:c:s0969699719305307. Full description at Econpapers || Download paper | |
2020 | Cost savings from trajectory deviations in the European air space. (2020). Sallan, Jose M ; Lordan, Oriol ; Carreras-Maide, Jaume. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:88:y:2020:i:c:s0969699720304713. Full description at Econpapers || Download paper | |
2020 | A multi-layer model for long-term KPI alignment forecasts for the air transportation system. (2020). Cristbal, Samuel ; Martn, Jorge ; Cook, Andrew ; Gurtner, Grald ; Delgado, Luis. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:89:y:2020:i:c:s0969699720304889. Full description at Econpapers || Download paper | |
2020 | An analytical solution for network models with heterogeneous and interacting agents. (2020). Stiglitz, Joseph ; Gallegati, Mauro ; Di Guilmi, Corrado ; Landini, S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:189-220. Full description at Econpapers || Download paper | |
2021 | Interconnectedness in the global financial market. (2021). Raddant, Matthias ; Kenett, Dror Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302369. Full description at Econpapers || Download paper | |
2020 | Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775. Full description at Econpapers || Download paper | |
2020 | Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062. Full description at Econpapers || Download paper | |
2020 | Critical node detection problem for complex network in undirected weighted networks. (2020). Chen, Wei ; Zhang, Jun ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316279. Full description at Econpapers || Download paper | |
2020 | Dynamical behavior of combined detrended cross-correlation analysis methods in random walks and Lévy flights. (2020). You, Cheol-Hwan ; Kim, Kyungsik ; Baek, Woonhak ; Shin, Ki-Hong ; Min, Seungsik ; Chang, Ki-Ho ; Yum, Seong Soo ; Lee, Dong-In. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316322. Full description at Econpapers || Download paper | |
2020 | Graph-based era segmentation of international financial integration. (2020). Borgnat, Pierre ; Abry, Patrice ; Jensen, Pablo ; Parent, Antoine ; Bastidon, Cecile. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316346. Full description at Econpapers || Download paper | |
2020 | Lead–lag relationships in foreign exchange markets. (2020). Kocarev, Ljupco ; Utkovski, Zoran ; Stojkoski, Viktor ; Basnarkov, Lasko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316887. Full description at Econpapers || Download paper | |
2020 | Complex network construction of Internet finance risk. (2020). Xu, Runjie ; Meng, Runyu ; Mierzwiak, Rafa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316619. Full description at Econpapers || Download paper | |
2020 | Core–periphery organization of the cryptocurrency market inferred by the modularity operator. (2020). Polovnikov, Kirill ; Syntulsky, Sergey ; Kazakov, Vlad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317364. Full description at Econpapers || Download paper | |
2020 | Detrended moving average partial cross-correlation analysis on financial time series. (2020). Yang, Pengbo ; Lin, Aijing ; Zhang, Ningning. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119316760. Full description at Econpapers || Download paper | |
2020 | An alternative description of power law correlations in DNA sequences. (2020). Silva, J. R. P., ; Costa, M O ; da Silva, W. J. C., ; Alcaniz, J S ; Anselmo, D. H. A. L., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320825. Full description at Econpapers || Download paper | |
2020 | Self-referential Boltzmann machine. (2020). Tao, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321028. Full description at Econpapers || Download paper | |
2020 | Optimal learning dynamics of multiagent system in restless multiarmed bandit game. (2020). Mori, Shintaro ; Hisakado, Masato ; Nakamura, Ryuzo ; Nakayama, Kazuaki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301023. Full description at Econpapers || Download paper | |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320. Full description at Econpapers || Download paper | |
2020 | Fast Super-Paramagnetic Clustering. (2020). Gebbie, Tim ; Yelibi, Lionel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437119322393. Full description at Econpapers || Download paper | |
2020 | Correlation dynamics in the cryptocurrency market based on dimensionality reduction analysis. (2020). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303472. Full description at Econpapers || Download paper | |
2020 | Fractional econophysics: Market price dynamics with memory effects. (2020). Tarasov, Vasily E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304489. Full description at Econpapers || Download paper | |
2020 | How macroeconomic variables affect admission and dismissal in the Brazilian electro-electronic sector: A VAR-based model and cluster analysis. (2020). Campilho, Rui Manuel ; Souza, Adriano Mendona ; Ueda, Renan Mitsuo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304519. Full description at Econpapers || Download paper | |
2020 | Semantic flow in language networks discriminates texts by genre and publication date. (2020). Amancio, Diego R ; Marinho, Vanessa Q ; Correa, Edilson A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304635. Full description at Econpapers || Download paper | |
2020 | Bypassing the truncation problem of truncated Lévy flights. (2020). Da Silva, Sergio ; Nagata, Mateus ; da Fonseca, Regina ; Matsushita, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305392. Full description at Econpapers || Download paper | |
2020 | Transfer entropy calculation for short time sequences with application to stock markets. (2020). Yang, Huijie ; Qiu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305860. Full description at Econpapers || Download paper | |
2020 | Diffusion entropy analysis and random matrix analysis of the Indian stock market. (2020). Kumar, Sunil. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305872. Full description at Econpapers || Download paper | |
2021 | A simple and efficient kinetic model for wealth distribution with saving propensity effect: Based on lattice gas automaton. (2021). Lin, Chuandong ; Cui, Lijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306774. Full description at Econpapers || Download paper | |
2021 | Centrality-based measures of financial institutions’ systemic importance: A tail dependence network view. (2021). Huang, Wei-Qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307081. Full description at Econpapers || Download paper | |
2021 | Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627. Full description at Econpapers || Download paper | |
2021 | A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883. Full description at Econpapers || Download paper | |
2021 | Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554. Full description at Econpapers || Download paper | |
2021 | The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). Brandi, Giuseppe ; Antoniades, I P ; di Matteo, T ; Magafas, L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591. Full description at Econpapers || Download paper | |
2021 | The construction of multilayer stock network model. (2021). Qu, Shuai ; Chen, Wei ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067. Full description at Econpapers || Download paper | |
2021 | Construction of minimum spanning trees from financial returns using rank correlation. (2021). Niranjan, Mahesan ; Millington, Tristan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309031. Full description at Econpapers || Download paper | |
2021 | A fund-stock network projection model. (2021). Han, Guozheng ; Yu, Hao ; Pang, Shaopeng ; Zhang, Chuanzhe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309286. Full description at Econpapers || Download paper | |
2021 | Forecasting price of financial market crash via a new nonlinear potential GARCH model. (2021). Long, Chao ; Li, Jiang-Cheng ; Xing, Dun-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030947x. Full description at Econpapers || Download paper | |
2020 | From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886. Full description at Econpapers || Download paper | |
2020 | Clustering and regime dynamics for economic growth and income inequality. (2020). Sánchez Carrera, Edgar ; Brida, Juan ; Segarra, Veronica ; Sanchez, Edgar J. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:99-108. Full description at Econpapers || Download paper | |
2020 | Application of multivariate analysis as complementary instrument in studies about structural changes: An example of the multipliers in the US economy. (2020). de Freitas, Paulo Antonio ; de Lima, Lucas Milanez . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:53:y:2020:i:c:p:189-207. Full description at Econpapers || Download paper | |
2020 | Measuring the development of airline networks: Comprehensive indicators. (2020). Roucolle, Chantal ; Urdanoz, Miguel ; Seregina, Tatiana . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:303-324. Full description at Econpapers || Download paper | |
2020 | Data-driven analysis of resilience in airline networks. (2020). Tran, Huy T ; Chandramouleeswaran, Keshav Ram ; Tan, Sijian ; Wong, Allen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:143:y:2020:i:c:s1366554520307195. Full description at Econpapers || Download paper | |
2020 | Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467. Full description at Econpapers || Download paper | |
2020 | Information network modeling for U.S. banking systemic risk. (2020). Cerchiello, Paola ; Nicola, Giancarlo ; Aste, Tomaso. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107563. Full description at Econpapers || Download paper | |
2020 | Bargaining Power and Outside Options in the Interbank Lending Market. (2020). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk. In: Working Papers. RePEc:fip:fedbwp:88965. Full description at Econpapers || Download paper | |
2020 | Qualitative Impact Analysis of International Tourists and Residents’ Perceptions of Málaga-Costa Del Sol Airport. (2020). Mestanza, Garcia J ; Galeote, Caballero L. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4725-:d:369319. Full description at Econpapers || Download paper | |
2020 | The Risk Monitoring of the Financial Ecological Environment in Chinese Outward Foreign Direct Investment Based on a Complex Network. (2020). Yang, Jian-Bo ; Zhu, Jiaojiao ; Min, Jian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9456-:d:444589. Full description at Econpapers || Download paper | |
2020 | Developing a Forecasting Model for Real Estate Auction Prices Using Artificial Intelligence. (2020). Oh, Kyong Joo ; Lee, Hee Soo ; Jeong, Seung Hwan ; Kang, Jun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2899-:d:341749. Full description at Econpapers || Download paper | |
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780. Full description at Econpapers || Download paper | |
2020 | Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks. (2020). Chakrabarti, Anindya S. In: IIMA Working Papers. RePEc:iim:iimawp:14629. Full description at Econpapers || Download paper | |
2021 | Worst-Case Expected Shortfall with Univariate and Bivariate Marginals. (2021). Das, Bikramjit ; Dhara, Anulekha ; Natarajan, Karthik. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:370-389. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1999 | Hierarchical structure in financial markets.(1999) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 442 | article | |
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