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researcher

G. Rotundo

2 papers hereh-index 16610 citations69 works total

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author position
  • first author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • physics.data-an1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

most citedOn the maximum drawdown during speculative bubbles

10 citations · 17 across the 2 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2007★ 7 cited

Effectiveness of Measures of Performance During Speculative Bubbles

Filippo Petroni, Giulia Rotundo

Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.