Items where Author is "Mantegna, R."
Article
Hatzopoulos, V., Iori, G., Mantegna, R. , Micciche, S. & Tumminello, M. (2015). Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15(4), pp. 693-710. doi: 10.1080/14697688.2014.969889
Iori, G., Mantegna, R., Marotta, L. , Micciche, S., Porter, J. & Tumminello, M. (2014). Networked relationships in the e-MID Interbank market: A trading model with memory. Journal of Economic Dynamics and Control, 50, pp. 98-116. doi: 10.1016/j.jedc.2014.08.016
Monograph
Hatzopoulos, V., Iori, G., Mantegna, R. , Micciche, S. & Tumminello, M. (2013). Quantifying preferential trading in the e-MID interbank market (13/14). London, UK: Department of Economics, City University London.