85 citations · 243 across the 13 of their papers we have counts for
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q-fin.ST2018★ 21 cited
Investigating the configurations in cross-shareholding: a joint copula-entropy approach
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
--- the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the l…
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…