105 citations · 217 across the 3 of their papers we have counts for
7 papers
Polarization and angular distribution of the radiation emitted in laser-assisted recombination
Saverio Bivona, Giovanni Bonanno, Riccardo Burlon +1
The effect of an intense external linear polarized radiation field on the angular distributions and polarization states of the photons emitted during the radiative recombination is…
Mean Escape Time in a System with Stochastic Volatility
Giovanni Bonanno, Davide Valenti, Bernardo Spagnolo
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to mod…
Hitting Time Distributions in Financial Markets
Davide Valenti, Bernardo Spagnolo, Giovanni Bonanno
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been per…
Role of Noise in a Market Model with Stochastic Volatility
G. Bonanno, D. Valenti, B. Spagnolo
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We con…
Networks of equities in financial markets
G. Bonanno, G. Caldarelli, F. Lillo +3
We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility t…
Degree stability of a minimum spanning tree of price return and volatility
Salvatore Miccichè, Giovanni Bonanno, Fabrizio Lillo +1
We investigate the time series of the degree of minimum spanning trees obtained by using a correlation based clustering procedure which is starting from (i) asset return and (ii) v…