1 citations · 1 across the 3 of their papers we have counts for
3 papers
physics.ed-ph2013★ 1 cited
Implementing a simple vectorial bridge with a digital oscilloscope
Rosario Bartiromo, Mario De Vincenzi
We show how to exploit instrumentation available in undergraduate student laboratories to build a simple vectorial bridge. In particular we take advantage from the possibility to r…
q-fin.ST2011
Maximum entropy distribution of stock price fluctuations
Rosario Bartiromo
The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical de…
cond-mat.other2004
Non linear behaviour of stock market volatility
Rosario Bartiromo
We exploit a continuous time random walk description of stock prices to obtain a fast and accurate evaluation of their volatility from intraday data. We show that financial markets…