Author/Creator: Di Matteo, T. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Di Matteo, T.

1. A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. Issue 6 (3rd June 2019)

Authors:: Verma, A.; Buonocore, R. J.; Di Matteo, T.
Journal:: Quantitative finance
Issue:: Volume 19:Issue 6(2019)
Page Start:: 981
Record Type:: Journal Article
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2. Measuring multiscaling in financial time-series. (July 2016)

Authors:: Buonocore, R.J.; Aste, T.; Di Matteo, T.
Journal:: Chaos, solitons and fractals
Issue:: Volume 88(2016)
Page Start:: 38
Record Type:: Journal Article
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3. Measuring multiscaling in financial time-series. (July 2016)

Authors:: Buonocore, R.J.; Aste, T.; Di Matteo, T.
Journal:: Chaos, solitons and fractals
Issue:: Volume 88(2016)
Page Start:: 38
Record Type:: Journal Article
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4. Network Filtering for Big Data: Triangulated Maximally Filtered Graph. (7th June 2016)

Authors:: Massara, Guido Previde; Di Matteo, T.; Aste, Tomaso
Journal:: Journal of complex networks
Issue:: Volume 5:Number 2(2017)
Page Start:: 161
Record Type:: Journal Article
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5. On the interplay between multiscaling and stock dependence. Issue 1 (2nd January 2020)

Authors:: Buonocore, R. J.; Brandi, G.; Mantegna, R. N.; Di Matteo, T.
Journal:: Quantitative finance
Issue:: Volume 20:Issue 1(2020)
Page Start:: 133
Record Type:: Journal Article
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6. On the statistics of scaling exponents and the multiscaling value at risk. Issue 13 (13th October 2022)

Authors:: Brandi, Giuseppe; Di Matteo, T.
Journal:: European journal of finance
Issue:: Volume 28:Issue 13/15(2022)
Page Start:: 1361
Record Type:: Journal Article
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7. Sparse Causality Network Retrieval from Short Time Series. (6th November 2017)

Authors:: Aste, Tomaso; Di Matteo, T.
Other Names:: Garlaschelli Diego Academic Editor.
Journal:: Complexity
Issue:: Volume 2017(2017)
Page Start:
Record Type:: Journal Article
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