Rosario Nunzio Mantegna
Rosario Nunzio Mantegna
Professor of Applied Physics. Department of Physics and Chemistry, UniversitÓ degli Studi Palermo
Verified email at unipa.it - Homepage
Title
Cited by
Cited by
Year
Introduction to econophysics: correlations and complexity in finance
RN Mantegna, HE Stanley
Cambridge university press, 1999
53011999
Introduction to econophysics: correlations and complexity in finance
RN Mantegna, HE Stanley
Cambridge university press, 1999
52131999
Scaling behaviour in the dynamics of an economic index
RN Mantegna, HE Stanley
Nature 376 (6535), 46-49, 1995
22731995
Hierarchical structure in financial markets
RN Mantegna
The European Physical Journal B-Condensed Matter and Complex Systems 11 (1á…, 1999
20241999
Stochastic process with ultraslow convergence to a Gaussian: the truncated LÚvy flight
RN Mantegna, HE Stanley
Physical Review Letters 73 (22), 2946, 1994
10221994
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
7211995
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
7182005
Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes
RN Mantegna
Physical Review E 49 (5), 4677, 1994
6341994
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
5122003
Turbulence and financial markets
RN Mantegna, HE Stanley
Nature 383 (6601), 587-588, 1996
4631996
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
4472004
Master curve for price-impact function
F Lillo, JD Farmer, RN Mantegna
Nature 421 (6919), 129-130, 2003
4452003
Linguistic features of noncoding DNA sequences
RN Mantegna, SV Buldyrev, AL Goldberger, S Havlin, CK Peng, ...
Physical review letters 73 (23), 3169, 1994
4421994
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
3821995
Correlation, hierarchies, and networks in financial markets
M Tumminello, F Lillo, RN Mantegna
Journal of economic behavior & organization 75 (1), 40-58, 2010
3492010
Noise enhanced stability in an unstable system
RN Mantegna, B Spagnolo
Physical review letters 76 (4), 563, 1996
3241996
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), e15032, 2010
3082010
High-frequency cross-correlation in a set of stocks
G Bonanno, F Lillo, RN Mantegna
Taylor & Francis Group 1 (1), 96-104, 2001
3042001
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 A: Statistical Mechanics and its Applications 224 (1-2), 302-321, 1996
2881996
LÚvy walks and enhanced diffusion in Milan stock exchange
RN Mantegna
Physica A: Statistical Mechanics and its Applications 179 (2), 232-242, 1991
2831991
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