Salvatore Miccichè

Available identifiers

zbMath Open micciche.salvatoreWikidataQ81424771 ScholiaQ81424771MaRDI QIDQ1850395

List of research outcomes

Publication	Date of Publication	Type
Understanding the determinants of volatility clustering in terms of stationary Markovian processes	2018-11-13	Paper
Do firms share the same functional form of their growth rate distribution? A statistical test	2018-11-01	Paper
How news affects the trading behaviour of different categories of investors in a financial market	2018-09-19	Paper
Quantifying preferential trading in the e-MID interbank market	2018-09-19	Paper
SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS	2008-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q3447319	2007-06-28	Paper
Degree stability of a minimum spanning tree of price return and volatility	2003-05-21	Paper
Volatility in financial markets: Stochastic models and empirical results	2002-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q2781694	2002-06-23	Paper
Soliton solutions with real poles in the Alekseev formulation of the inverse-scattering method	2000-06-15	Paper
The extensions of gravitational soliton solutions with real poles	2000-04-25	Paper
The Weber-Wheeler-Bonnor pulse and phase shifts in gravitational soliton interactions.	2000-03-07	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Salvatore Miccichè