//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dependency Structure and Scali...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Cluster analysis
1
Clusteranalyse
1
Clustering
1
Correlation
1
Correlation structure
1
Dependence
1
Dimensionality reduction
1
Econophysics
1
Empirical finance
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Financial market states
1
Finanzmarkt
1
Forecasting model
1
Information filtering networks
1
Korrelation
1
LoGo
1
Multi factor models
1
Multiscaling
1
Multivariate properties
1
Prognoseverfahren
1
Regional cluster
1
Regionales Cluster
1
Sparse inverse covariance
1
TMFG
1
Temporal clustering
1
Time series analysis
1
Univariate properties
1
Volatility
1
Volatility clustering
1
Volatilität
1
Zeitreihenanalyse
1
Ökonophysik
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Buonocore, R. J.
2
Di Matteo, Tiziana
2
Aste, Tomaso
1
Brandi, Giuseppe
1
Mantegna, Rosario N.
1
Procacci, Pier Francesco
1
Verma, Anshul
1
more ...
less ...
Published in...
All
Quantitative finance
Papers / arXiv.org
5,733
Physica A: Statistical Mechanics and its Applications
14
The European Physical Journal B - Condensed Matter and Complex Systems
6
Journal of economic interaction and coordination
4
LSE Research Online Documents on Economics
4
The journal of network theory in finance
3
Advances in Complex Systems (ACS)
2
Economics working paper
2
Finance research letters
2
Applied mathematical finance
1
DEM working paper series
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / LSE Financial Markets Group
1
Econometrics
1
Finance
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of Banking & Finance
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Journal of economic interaction and coordination : JEIC
1
Journal of risk and financial management : JRFM
1
Kiel working paper
1
MIS quarterly executive
1
Quantitative Finance
1
Risks
1
Risks : open access journal
1
SRC discussion paper : discussion paper series
1
The European journal of finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting market states
Procacci, Pier Francesco
;
Aste, Tomaso
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1491-1498
Persistent link: https://www.econbiz.de/10012194800
Saved in:
2
A cluster driven log-volatility factor model : a deepening on the source of the volatility clustering
Verma, Anshul
;
Buonocore, R. J.
;
Di Matteo, Tiziana
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 981-996
Persistent link: https://www.econbiz.de/10012194736
Saved in:
3
On the interplay between multiscaling and stock dependence
Buonocore, R. J.
;
Brandi, Giuseppe
;
Mantegna, Rosario N.
; …
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10012194859
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->