Giulia Rotundo

Pubblicazioni

Titolo Pubblicato in Anno
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes ANNALS OF OPERATIONS RESEARCH 2024
A Theory of Best Choice Selection through Objective Arguments Grounded in Linear Response Theory Concepts PHYSICS 2024
Impact of Brexit on STOXX Europe 600 Constituents: A Complex Network Analysis STATS 2024
The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets JOURNAL OF ECONOMIC INTERACTION AND COORDINATION 2022
Benford networks STATS 2022
Network analysis of pension funds investments PHYSICA. A 2021
Exploring the financial risk of a temperature index: a fractional integrated approach ANNALS OF OPERATIONS RESEARCH 2020
Tsallis entropy for cross-shareholding network configurations ENTROPY 2020
Systemic Risk of Non Performing Loans Market. The Italian case. JOURNAL OF APPLIED QUANTITATIVE METHODS 2019
Assessing the impact of incomplete information on the resilience of financial networks ANNALS OF OPERATIONS RESEARCH 2019
A complex networks approach to pension funds JOURNAL OF BUSINESS RESEARCH 2019
Herding in mutual funds: A complex network approach JOURNAL OF BUSINESS RESEARCH 2019
Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach ENTROPY 2018
Long run analysis of crude oil portfolios ENERGY ECONOMICS 2018
MATLAB for applications in economics and finance MATLAB for applications in Economics and Finance 2017
Quantitative and qualitative analysis of editor behavior through potentially coercive citations PUBLICATIONS 2017
Contagion in the world's stock exchanges seen as a set of coupled oscillators ECONOMIC MODELLING 2016
Matlab per le applicazioni economiche e finanziarie Matlab per le applicazioni economiche e finanziarie 2016
Complex network analysis and nonlinear dynamics Lecture Notes in Economics and Mathematical Systems 2016
Complex networks in finance Lecture Notes in Economics and Mathematical Systems 2016

Progetti di Ricerca

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