67 citations · 128 across the 35 of their papers we have counts for
3 papers · 1 filter
Bounded type interval exchange maps
Dong Han Kim, Stefano Marmi
Irrational numbers of bounded type have several equivalent characterizations. They have bounded partial quotients in terms of arithmetic characterization and in the dynamics of the…
Evolution of correlation structure of industrial indices of US equity markets
Giuseppe Buccheri, Stefano Marmi, Rosario N. Mantegna
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properti…
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani +3
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian St…