Ítalo de Paula Franca

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 40 citations into it
• Finance — 25 citations into it
• Statistical and Nonlinear Physics — 13 citations into it

Whom Ítalo de Paula Franca trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Stephanov
2. Jean-Philippe Bouchaud
3. L. Laloux

Who trusts Ítalo de Paula Franca overall

1. Gangjin Wang

Papers from Ítalo de Paula Franca's perspective

Ordered by how strongly the researchers Ítalo de Paula Franca trusts endorse each paper. Same corpus, a different order for every researcher.

1. Random Matrices
2. Noise Dressing of Financial Correlation Matrices
3. How Markets Slowly Digest Changes in Supply and Demand
4. I and i
5. A theory of power-law distributions in financial market fluctuations (Nature)
6. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
7. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
8. The Long Memory of the Efficient Market
9. A well-conditioned estimator for large-dimensional covariance matrices
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Correlation of financial markets in times of crisis (2011) — 302 citations