Items where Author is "Brandi, G."

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Number of items: 6.

Article

Brandi, G. and Di Matteo, T. (2022) Multiscaling and rough volatility: An empirical investigation. International Review of Financial Analysis, 84. ISSN 1873-8079

Macchiati, V., Brandi, G., Di Matteo, T., Paolotti, D., Caldarelli, G. and Cimini, G. (2021) Systemic liquidity contagion in the European interbank market. Journal of Economic Interaction and Coordination, 17 (2). pp. 443-474. ISSN 1860-711X

Brandi, G. and Di Matteo, T. (2021) On the statistics of scaling exponents and the multiscaling value at risk. European Journal of Finance, 28 (13-15). pp. 1361-1382. ISSN 1351-847X

Brandi, G., Gramatica, R. and Matteo, T.D. (2020) Unveil stock correlation via a new tensor-based decomposition method. Journal of Computational Science, 46. ISSN 1877-7503

Buonocore, R. J., Brandi, G., Mantegna, R. N. and Di Matteo, T. (2019) On the interplay between multiscaling and stock dependence. Quantitative Finance, 20 (1). pp. 133-145.

Brandi, G. and Di Matteo, T. (2020) A new multilayer network construction via tensor learning. In: Computational Science – ICCS 2020. ICCS 2020. Lecture Notes in Computer Science. Springer Nature, pp. 148-154. ISBN 978-3-030-50433-5

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