1.2k citations · 8.5k across the 143 of their papers we have counts for
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Non stationary multifractality in stock returns
Raffaello Morales, T. Di Matteo, Tomaso Aste
We perform an extensive empirical analysis of scaling properties of equity returns, suggesting that financial data show time varying multifractal properties. This is obtained by co…
The SDSS-III Baryon Oscillation Spectroscopic Survey: The Quasar Luminosity Function from Data Release Nine
Nicholas P. Ross, Ian D. McGreer, Martin White +39
We present a new measurement of the optical Quasar Luminosity Function (QLF), using data from the Sloan Digital Sky Survey-III: Baryon Oscillation Spectroscopic Survey (SDSS-III: B…
Growth and anisotropy of ionization fronts near high redshift quasars in the MassiveBlack simulation
Yu Feng, Rupert A. C. Croft, Tiziana Di Matteo +1
We use radiative transfer to study the growth of ionized regions around the brightest, z=8 quasars in a large cosmological hydrodynamic simulation that includes black hole growth a…
A Chandra Survey of Supermassive Black Holes with Dynamical Mass Measurements
Kayhan Gultekin, Edward M. Cackett, Jon M. Miller +3
We present Chandra observations of 12 galaxies that contain supermassive black holes with dynamical mass measurements. Each galaxy was observed for 30 ksec and resulted in a total…
Growth of Early Supermassive Black Holes and the High-Redshift Eddington Ratio Distribution
Colin DeGraf, Tiziana Di Matteo, Nishikanta Khandai +1
Using a new large-scale (~ 0.75 Gpc)^3 hydrodynamic cosmological simulation we investigate the growth rate of supermassive black holes in the early universe (z > 4.75). Remarkably,…
Understanding the source of multifractality in financial markets
Jozef Barunik, Tomaso Aste, Tiziana Di Matteo +1
In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powe…