5
H index
3
i10 index
82
Citations
Giacomo Livan : Citation Profile
| RESEARCH PRODUCTION: 3 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2010 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giacomo Livan. | Is cited by:
| Cites to:
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Main data
Where Giacomo Livan has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 9 |
Recent works citing Giacomo Livan (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
| 2023 | Application of spin glass ideas in social sciences, economics and finance. (2023). Nadal, Jean-Pierre ; Marsili, Matteo ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2306.16165. Full description at Econpapers || Download paper |
| 2024 | Financial Interactions and Capital Accumulation. (2024). Lotz, Aileen ; Gosselin, Pierre. In: Papers. RePEc:arx:papers:2405.10338. Full description at Econpapers || Download paper |
| 2023 | An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers || Download paper |
| 2023 | On Asymmetric Correlations and Their Applications in Financial Markets. (2023). Liu, Conan ; Ma, Tiefeng ; Sun, Ruili ; Cao, Linyu. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:187-:d:1092699. Full description at Econpapers || Download paper |
| 2023 | Managing Sustainable Sharing Economy Platforms: A Stimulus–Organism–Response Based Structural Equation Modelling on an Emerging Market. (2023). Rusu, Sergiu ; Isac, Florin-Lucian ; Csorba, Luiela Magdalena ; Dabija, Dan-Cristian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5583-:d:1104253. Full description at Econpapers || Download paper |
| 2023 | Application of spin glass ideas in social sciences, economics and finance. (2023). Nadal, Jean-Pierre ; Marsili, Matteo ; Bouchaud, Jean Philippe. In: Post-Print. RePEc:hal:journl:hal-04145594. Full description at Econpapers || Download paper |
| 2023 | The role of contextual and contentual signals for online trust: Evidence from a crowd work experiment. (2023). Arets, Martijn ; Teubner, Timm ; Kas, Judith ; Corten, Rense. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00655-2. Full description at Econpapers || Download paper |
Works by Giacomo Livan:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | A Generalized Fourier Transform Approach to Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Accounting for risk of non linear portfolios: a novel Fourier approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The fine structure of spectral properties for random correlation matrices: an application to financial markets In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2011 | The fine structure of spectral properties for random correlation matrices: an application to financial markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2014 | On the concentration of large deviations for fat tailed distributions, with application to financial data In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Asymmetric correlation matrices: an analysis of financial data In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | On the non-stationarity of financial time series: impact on optimal portfolio selection In: Papers. [Full Text][Citation analysis] | paper | 17 |
| 2012 | Financial instability from local market measures In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Statistical mechanics of complex economies In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2020 | Maximum Entropy approach to multivariate time series randomization In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Excess reciprocity distorts reputation in online social networks In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A spectral perspective on excess volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | A spectral perspective on excess volatility.(2015) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2014 | A spectral perspective on excess volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Digital Identity: The effect of trust and reputation information on user judgement in the Sharing Economy In: PLOS ONE. [Full Text][Citation analysis] | article | 9 |
| 2010 | Accounting for risk of non linear portfolios In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
| The Social Climbing Game In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team