Rosario Nunzio Mantegna
Names
| first: |
Rosario |
| middle: |
Nunzio |
| last: |
Mantegna |
Identifer
Contact
Affiliations
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Dipartimento di Fisica e Chimica Emilio Segrè
- https://www.unipa.it/dipartimenti/difc/en/index.html
- location: Palermo
Research profile
author of:
- Scaling laws of strategic behaviour and size heterogeneity in agent dynamics (RePEc:arx:papers:0704.2003)
by Gabriella Vaglica & Fabrizio Lillo & Esteban Moro & Rosario N. Mantegna - Kullback-Leibler distance as a measure of the information filtered from multivariate data (RePEc:arx:papers:0706.0168)
by Michele Tumminello & Fabrizio Lillo & Rosario Nunzio Mantegna - Specialization of strategies and herding behavior of trading firms in a financial market (RePEc:arx:papers:0707.0385)
by Fabrizio Lillo & Esteban Moro & Gabriella Vaglica & Rosario N. Mantegna - Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance (RePEc:arx:papers:0710.0576)
by M. Tumminello & F. Lillo & R. N. Mantegna - Correlation, hierarchies, and networks in financial markets (RePEc:arx:papers:0809.4615)
by M. Tumminello & F. Lillo & R. N. Mantegna - Market impact and trading profile of large trading orders in stock markets (RePEc:arx:papers:0908.0202)
by Esteban Moro & Javier Vicente & Luis G. Moyano & Austin Gerig & J. Doyne Farmer & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna - Statistical identification with hidden Markov models of large order splitting strategies in an equity market (RePEc:arx:papers:1003.2981)
by Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna - When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators (RePEc:arx:papers:1004.4272)
by Ester Pantaleo & Michele Tumminello & Fabrizio Lillo & Rosario N. Mantegna - Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange (RePEc:arx:papers:1102.0687)
by Angelo Carollo & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna - Do firms share the same functional form of their growth rate distribution? A new statistical test (RePEc:arx:papers:1103.2234)
by Jos`e T. Lunardi & Salvatore Miccich`e & Fabrizio Lillo & Rosario N. Mantegna & Mauro Gallegati - Evolution of worldwide stock markets, correlation structure and correlation based graphs (RePEc:arx:papers:1103.5555)
by Dong-Ming Song & Michele Tumminello & Wei-Xing Zhou & Rosario N. Mantegna - Identification of clusters of investors from their real trading activity in a financial market (RePEc:arx:papers:1107.3942)
by Michele Tumminello & Fabrizio Lillo & Jyrki Piilo & Rosario N. Mantegna - How news affect the trading behavior of different categories of investors in a financial market (RePEc:arx:papers:1207.3300)
by Fabrizio Lillo & Salvatore Miccich`e & Michele Tumminello & Jyrki Piilo & Rosario Nunzio Mantegna - Evolution of correlation structure of industrial indices of US equity markets (RePEc:arx:papers:1306.4769)
by Giuseppe Buccheri & Stefano Marmi & Rosario N. Mantegna - Emergence of statistically validated financial intraday lead-lag relationships (RePEc:arx:papers:1401.0462)
by Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett - Networked relationships in the e-MID Interbank market: A trading model with memory (RePEc:arx:papers:1403.3638)
by Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello - Bank-firm credit network in Japan. An analysis of a bipartite network (RePEc:arx:papers:1407.5429)
by Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna - Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo (RePEc:arx:papers:1409.0789)
by Rosario N. Mantegna - Backbone of credit relationships in the Japanese credit market (RePEc:arx:papers:1511.06870)
by Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna - Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach (RePEc:arx:papers:1511.06873)
by Federico Musciotto & Luca Marotta & Salvatore Miccich`e & Jyrki Piilo & Rosario N. Mantegna - On the interplay between multiscaling and stocks dependence (RePEc:arx:papers:1802.01113)
by R. J. Buonocore & G. Brandi & R. N. Mantegna & T. Di Matteo - Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry (RePEc:arx:papers:2007.07166)
by Fabio Ciulla & Rosario N. Mantegna - Taxonomy of Stock Market Indices (RePEc:arx:papers:cond-mat/0001268)
by Giovanni Bonanno & Nicolas Vandewalle & Rosario N. Mantegna - Symmetry alteration of ensemble return distribution in crash and rally days of financial markets (RePEc:arx:papers:cond-mat/0002438)
by Fabrizio Lillo & Rosario N. Mantegna - Variety and Volatility in Financial Markets (RePEc:arx:papers:cond-mat/0006065)
by Fabrizio Lillo & Rosario N. Mantegna - High-frequency Cross-correlation in a Set of Stocks (RePEc:arx:papers:cond-mat/0009350)
by Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna - Empirical properties of the variety of a financial portfolio and the single-index model (RePEc:arx:papers:cond-mat/0009401)
by Fabrizio Lillo & Rosario N. Mantegna - Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis (RePEc:arx:papers:cond-mat/0104362)
by Fabrizio Lillo & Giovanni Bonanno & Rosario N. Mantegna - Levels of complexity in financial markets (RePEc:arx:papers:cond-mat/0104369)
by Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna - Introducing Variety in Risk Management (RePEc:arx:papers:cond-mat/0107208)
by Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters - Ensemble properties of securities traded in the NASDAQ market (RePEc:arx:papers:cond-mat/0107256)
by Fabrizio Lillo & Rosario N. Mantegna - Power law relaxation in a complex system: Omori law after a financial market crash (RePEc:arx:papers:cond-mat/0111257)
by Fabrizio Lillo & Rosario N. Mantegna - Volatility in Financial Markets: Stochastic Models and Empirical Results (RePEc:arx:papers:cond-mat/0202527)
by Salvatore Micciche` & Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna - Single Curve Collapse of the Price Impact Function for the New York Stock Exchange (RePEc:arx:papers:cond-mat/0207428)
by Fabrizio Lillo & J. Doyne Farmer & Rosario N. Mantegna - Dynamics of a financial market index after a crash (RePEc:arx:papers:cond-mat/0209685)
by Fabrizio Lillo & Rosario N. Mantegna - Degree stability of a minimum spanning tree of price return and volatility (RePEc:arx:papers:cond-mat/0212338)
by Salvatore Miccich`e & Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna - Networks of equities in financial markets (RePEc:arx:papers:cond-mat/0401300)
by G. Bonanno & G. Caldarelli & F. Lillo & S. Micciche` & N. Vandewalle & R. N. Mantegna - An interest rates cluster analysis (RePEc:arx:papers:cond-mat/0401443)
by T. Di Matteo & T. Aste & R. N. Mantegna - Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector (RePEc:arx:papers:cond-mat/0402654)
by Adriana P. Mattedi & Fernando M. Ramos & Reinaldo R. Rosa & Rosario N. Mantegna - Sector identification in a set of stock return time series traded at the London Stock Exchange (RePEc:arx:papers:cond-mat/0508122)
by C. Coronnello & M. Tumminello & F. Lillo & S. Miccich`e & R. N. Mantegna - Hierarchical Structure in Financial Markets (RePEc:arx:papers:cond-mat/9802256)
by Rosario N. Mantegna - Modeling of Financial Data: Comparison of the Truncated L\'evy Flight and the ARCH(1) and GARCH(1,1) processes (RePEc:arx:papers:cond-mat/9804126)
by Rosario N. Mantegna & H. Eugene Stanley - Statistical Properties of Statistical Ensembles of Stock Returns (RePEc:arx:papers:cond-mat/9909302)
by Fabrizio Lillo & Rosario N. Mantegna - Dynamics of the Number of Trades of Financial Securities (RePEc:arx:papers:cond-mat/9912006)
by Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna - Cluster analysis for portfolio optimization (RePEc:arx:papers:physics/0507006)
by Vincenzo Tola & Fabrizio Lillo & Mauro Gallegati & Rosario N. Mantegna - Scaling and data collapse for the mean exit time of asset prices (RePEc:arx:papers:physics/0507054)
by Miquel Montero & Josep Perello & Jaume Masoliver & Fabrizio Lillo & Salvatore Micciche & Rosario N. Mantegna - Correlation based networks of equity returns sampled at different time horizons (RePEc:arx:papers:physics/0605251)
by M. Tumminello & T. Di Matteo & T. Aste & R. N. Mantegna - Market reaction to temporary liquidity crises and the permanent market impact (RePEc:arx:papers:physics/0608032)
by Adam Ponzi & Fabrizio Lillo & Rosario N. Mantegna - Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis (RePEc:arx:papers:physics/0609036)
by C. Coronnello & M. Tumminello & F. Lillo & S. Micciche` & R. N. Mantegna - Diffusive behavior and the modeling of characteristic times in limit order executions (RePEc:arx:papers:physics/0701335)
by Zoltan Eisler & Janos Kertesz & Fabrizio Lillo & Rosario N. Mantegna - Quantifying preferential trading in the e-MID interbank market (RePEc:cty:dpaper:13/14)
by Hatzopoulos, V. & Iori, G. & Mantegna, R. & Micciche, S. & Tumminello, M. - Introduction to Econophysics (RePEc:cup:cbooks:9780521039871)
by Mantegna,Rosario N. & Stanley,H. Eugene - Introduction to Econophysics (RePEc:cup:cbooks:9780521620086)
by Mantegna,Rosario N. & Stanley,H. Eugene - Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach (RePEc:eee:chsofr:v:88:y:2016:i:c:p:267-278)
by Musciotto, Federico & Marotta, Luca & Miccichè, Salvatore & Piilo, Jyrki & Mantegna, Rosario N. - Cluster analysis for portfolio optimization (RePEc:eee:dyncon:v:32:y:2008:i:1:p:235-258)
by Tola, Vincenzo & Lillo, Fabrizio & Gallegati, Mauro & Mantegna, Rosario N. - Do firms share the same functional form of their growth rate distribution? A statistical test (RePEc:eee:dyncon:v:39:y:2014:i:c:p:140-164)
by Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro - Networked relationships in the e-MID interbank market: A trading model with memory (RePEc:eee:dyncon:v:50:y:2015:i:c:p:98-116)
by Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele - Zipf plots and the size distribution of firms (RePEc:eee:ecolet:v:49:y:1995:i:4:p:453-457)
by Stanley, Michael H. R. & Buldyrev, Sergey V. & Havlin, Shlomo & Mantegna, Rosario N. & Salinger, Michael A. & Eugene Stanley, H. - When financial economics influences physics: The role of Econophysics (RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162)
by Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe - Applying complexity science to air traffic management (RePEc:eee:jaitra:v:42:y:2015:i:c:p:149-158)
by Cook, Andrew & Blom, Henk A.P. & Lillo, Fabrizio & Mantegna, Rosario Nunzio & Miccichè, Salvatore & Rivas, Damián & Vázquez, Rafael & Zanin, Massimiliano - Statistical characterization of deviations from planned flight trajectories in air traffic management (RePEc:eee:jaitra:v:58:y:2017:i:c:p:152-163)
by Bongiorno, C. & Gurtner, G. & Lillo, F. & Mantegna, R.N. & Miccichè, S. - Correlation, hierarchies, and networks in financial markets (RePEc:eee:jeborg:v:75:y:2010:i:1:p:40-58)
by Tumminello, Michele & Lillo, Fabrizio & Mantegna, Rosario N. - Statistical mechanics in biology: how ubiquitous are long-range correlations? (RePEc:eee:phsmap:v:205:y:1994:i:1:p:214-253)
by Stanley, H.E. & Buldyrev, S.V. & Goldberger, A.L. & Goldberger, Z.D. & Havlin, S. & Mantegna, R.N. & Ossadnik, S.M. & Peng, C.-K. & Simons, M. - Statistical properties of DNA sequences (RePEc:eee:phsmap:v:221:y:1995:i:1:p:180-192)
by Peng, C.-K. & Buldyrev, S.V. & Goldberger, A.L. & Havlin, S. & Mantegna, R.N. & Simons, M. & Stanley, H.E. - Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics (RePEc:eee:phsmap:v:224:y:1996:i:1:p:302-321)
by Stanley, H.E. & Afanasyev, V. & Amaral, L.A.N. & Buldyrev, S.V. & Goldberger, A.L. & Havlin, S. & Leschhorn, H. & Maass, P. & Mantegna, R.N. & Peng, C.-K. & Prince, P.A. & Salinger, M.A. & Stanley, M. - Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes (RePEc:eee:phsmap:v:254:y:1998:i:1:p:77-84)
by Mantegna, Rosario N. & Stanley, H.Eugene - Empirical investigation of stock price dynamics in an emerging market (RePEc:eee:phsmap:v:269:y:1999:i:1:p:132-139)
by Palágyi, Zoltán & Mantegna, Rosario N. - Applications of statistical mechanics to finance (RePEc:eee:phsmap:v:274:y:1999:i:1:p:216-221)
by Mantegna, Rosario N & Palágyi, Zoltán & Stanley, H.Eugene - Dynamics of the number of trades of financial securities (RePEc:eee:phsmap:v:280:y:2000:i:1:p:136-141)
by Bonanno, Giovanni & Lillo, Fabrizio & Mantegna, Rosario N - Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions (RePEc:eee:phsmap:v:287:y:2000:i:3:p:412-419)
by Kullmann, L & Kertész, J & Mantegna, R.N - Levels of complexity in financial markets (RePEc:eee:phsmap:v:299:y:2001:i:1:p:16-27)
by Bonanno, Giovanni & Lillo, Fabrizio & Mantegna, Rosario N. - Ensemble properties of securities traded in the NASDAQ market (RePEc:eee:phsmap:v:299:y:2001:i:1:p:161-167)
by Lillo, Fabrizio & Mantegna, Rosario N. - Volatility in financial markets: stochastic models and empirical results (RePEc:eee:phsmap:v:314:y:2002:i:1:p:756-761)
by Miccichè, Salvatore & Bonanno, Giovanni & Lillo, Fabrizio & Mantegna, Rosario N - Degree stability of a minimum spanning tree of price return and volatility (RePEc:eee:phsmap:v:324:y:2003:i:1:p:66-73)
by Miccichè, Salvatore & Bonanno, Giovanni & Lillo, Fabrizio & N. Mantegna, Rosario - Dynamics of a financial market index after a crash (RePEc:eee:phsmap:v:338:y:2004:i:1:p:125-134)
by Lillo, Fabrizio & Mantegna, Rosario N - An interest rates cluster analysis (RePEc:eee:phsmap:v:339:y:2004:i:1:p:181-188)
by Di Matteo, T. & Aste, T. & Mantegna, R.N. - Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector (RePEc:eee:phsmap:v:344:y:2004:i:3:p:554-561)
by P. Mattedi, Adriana & M. Ramos, Fernando & Rosa, Reinaldo R. & Mantegna, Rosario N. - Bootstrap validation of links of a minimum spanning tree (RePEc:eee:phsmap:v:512:y:2018:i:c:p:1032-1043)
by Musciotto, F. & Marotta, L. & Miccichè, S. & Mantegna, R.N. - Statistically validated hierarchical clustering: Nested partitions in hierarchical trees (RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000498)
by Bongiorno, Christian & Miccichè, Salvatore & Mantegna, Rosario N. - Statistically validated hierarchical clustering: Nested partitions in hierarchical trees (RePEc:hal:journl:hal-02157744)
by Christian Bongiorno & Salvatore Miccichè & Rosario N Mantegna - Unknown item RePEc:hal:wpaper:hal-02157744 (paper)
- High-frequency trading and networked markets (RePEc:nas:journl:v:118:y:2021:p:e2015573118)
by Federico Musciotto & Jyrki Piilo & Rosario N. Mantegna - Master curve for price-impact function (RePEc:nat:nature:v:421:y:2003:i:6919:d:10.1038_421129a)
by Fabrizio Lillo & J. Doyne Farmer & Rosario N. Mantegna - How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics (RePEc:ofr:wpaper:15-15)
by Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett - Long-term ecology of investors in a financial market (RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-018-0145-1)
by Federico Musciotto & Luca Marotta & Jyrki Piilo & Rosario N. Mantegna - Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market (RePEc:plo:pone00:0015032)
by Dror Y Kenett & Michele Tumminello & Asaf Madi & Gitit Gur-Gershgoren & Rosario N Mantegna & Eshel Ben-Jacob - Statistically Validated Networks in Bipartite Complex Systems (RePEc:plo:pone00:0017994)
by Michele Tumminello & Salvatore Miccichè & Fabrizio Lillo & Jyrki Piilo & Rosario N Mantegna - Happy Aged People Are All Alike, While Every Unhappy Aged Person Is Unhappy in Its Own Way (RePEc:plo:pone00:0023377)
by Michele Tumminello & Salvatore Miccichè & Ligia J Dominguez & Giovanni Lamura & Maria Gabriella Melchiorre & Mario Barbagallo & Rosario N Mantegna - Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election (RePEc:plo:pone00:0058910)
by Michele Tumminello & Salvatore Miccichè & Jan Varho & Jyrki Piilo & Rosario N Mantegna - The Phenomenology of Specialization of Criminal Suspects (RePEc:plo:pone00:0064703)
by Michele Tumminello & Christofer Edling & Fredrik Liljeros & Rosario N Mantegna & Jerzy Sarnecki - Multi-Scale Analysis of the European Airspace Using Network Community Detection (RePEc:plo:pone00:0094414)
by Gérald Gurtner & Stefania Vitali & Marco Cipolla & Fabrizio Lillo & Rosario Nunzio Mantegna & Salvatore Miccichè & Simone Pozzi - Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network (RePEc:plo:pone00:0123079)
by Luca Marotta & Salvatore Miccichè & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N Mantegna - An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management (RePEc:plo:pone00:0175036)
by Christian Bongiorno & Salvatore Miccichè & Rosario N Mantegna - A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates (RePEc:plo:pone00:0194067)
by Yanhua Chen & Rosario N Mantegna & Athanasios A Pantelous & Konstantin M Zuev - Variety Of Behavior Of Equity Returns In Financial Markets (RePEc:sce:scecf1:156)
by Fabrizio Lillo and Rosario N. Mantegna - Empirical investigation and modeling of a financial market after a crash (RePEc:sce:scecf2:339)
by Fabrizio Lillo & Rosario N. Mantegna - Introducing Variety in Risk Management (RePEc:sfi:sfiwpa:0107208)
by Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters - Hierarchical structure in financial markets (RePEc:spr:eurphb:v:11:y:1999:i:1:p:193-197)
by R. Mantegna - Hierarchical structure in financial markets (RePEc:spr:eurphb:v:11:y:1999:i:1:p:193-197:10.1007/s100510050929)
by R. Mantegna - Empirical properties of the variety of a financial portfolio and the single-index model (RePEc:spr:eurphb:v:20:y:2001:i:4:d:10.1007_s100510170229)
by F. Lillo & R.N. Mantegna - Networks of equities in financial markets (RePEc:spr:eurphb:v:38:y:2004:i:2:p:363-371)
by G. Bonanno & G. Caldarelli & F. Lillo & S. Micciché & N. Vandewalle & R. Mantegna - Correlation based networks of equity returns sampled at different time horizons (RePEc:spr:eurphb:v:55:y:2007:i:2:p:209-217)
by M. Tumminello & T. Di Matteo & T. Aste & R. N. Mantegna - Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes (RePEc:spr:eurphb:v:65:y:2008:i:3:p:323-331)
by M. Spanò & F. Lillo & S. Miccichè & R. Mantegna - Generation of hierarchically correlated multivariate symbolic sequences (RePEc:spr:eurphb:v:65:y:2008:i:3:p:333-340)
by M. Tumminello & F. Lillo & R. Mantegna - High-frequency cross-correlation in a set of stocks (RePEc:taf:quantf:v:1:y:2001:i:1:p:96-104)
by G. Bonanno & F. Lillo & R. N. Mantegna - When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators (RePEc:taf:quantf:v:11:y:2011:i:7:p:1067-1080)
by Ester Pantaleo & Michele Tumminello & Fabrizio Lillo & Rosario Mantegna - Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange (RePEc:taf:quantf:v:12:y:2012:i:4:p:517-530)
by Angelo Carollo & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna - How news affects the trading behaviour of different categories of investors in a financial market (RePEc:taf:quantf:v:15:y:2015:i:2:p:213-229)
by Fabrizio Lillo & Salvatore Miccich� & Michele Tumminello & Jyrki Piilo & Rosario N. Mantegna - Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' (RePEc:taf:quantf:v:15:y:2015:i:4:p:587-588)
by Giovanni di Iasio & Mauro Gallegati & Fabrizio Lillo & Rosario N. Mantegna - Quantifying preferential trading in the e-MID interbank market (RePEc:taf:quantf:v:15:y:2015:i:4:p:693-710)
by Vasilis Hatzopoulos & Giulia Iori & Rosario N. Mantegna & Salvatore Miccich� & Michele Tumminello - Emergence of statistically validated financial intraday lead-lag relationships (RePEc:taf:quantf:v:15:y:2015:i:8:p:1375-1386)
by Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett - On the interplay between multiscaling and stock dependence (RePEc:taf:quantf:v:20:y:2020:i:1:p:133-145)
by R. J. Buonocore & G. Brandi & R. N. Mantegna & T. Di Matteo - The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative (RePEc:taf:quantf:v:21:y:2021:i:11:p:1807-1808)
by Rosario N. Mantegna - Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences (RePEc:taf:quantf:v:5:y:2005:i:2:p:133-140)
by Rosario Nunzio Mantegna - Diffusive behavior and the modeling of characteristic times in limit order executions (RePEc:taf:quantf:v:9:y:2009:i:5:p:547-563)
by Zoltan Eisler & Janos Kertesz & Fabrizio Lillo & Rosario Mantegna - Statistical Properties Of Statistical Ensembles Of Stock Returns (RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s0219024900000279)
by Fabrizio Lillo & Rosario N. Mantegna