463 citations · 2.1k across the 15 of their papers we have counts for
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cond-mat.stat-mech2001★ 94 cited
Levels of complexity in financial markets
Giovanni Bonanno, Fabrizio Lillo, Rosario N. Mantegna
We consider different levels of complexity which are observed in the empirical investigation of financial time series. We discuss recent empirical and theoretical work showing that…
cond-mat.stat-mech2001★ 5 cited
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis
Fabrizio Lillo, Giovanni Bonanno, Rosario N. Mantegna
We investigate the recently introduced variety of a set of stock returns traded in a financial market. This investigation is done by considering daily and intraday time horizons in…