Raffaello Morales

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 12 citations into it; #18,722 of 23,481 by trust here, #20,730 by citations
• Finance — 7 citations into it
• Statistical and Nonlinear Physics — 6 citations into it

Whom Raffaello Morales trusts overall

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

1. T. Di Matteo
2. Benoit B. Mandelbrot
3. Jozef Baruník
4. Tomaso Aste
5. Anna Carbone
6. Michel M. Dacorogna
7. Laurent E. Calvet
8. Adlai J. Fisher
9. Ladislav Kristoufek
10. H. Eugene Stanley

Who trusts Raffaello Morales overall

1. Ayoub Ammy-Driss
2. Matthieu Garcin

Papers from Raffaello Morales's perspective

Ordered by how strongly the researchers Raffaello Morales trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
3. Scaling behaviors in differently developed markets
4. Time-dependent Hurst exponent in financial time series
5. Multi-scaling in finance
6. Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
7. On Hurst exponent estimation under heavy-tailed distributions
8. Time-lag cross-correlations in collective phenomena
9. Fractals and Scaling In Finance: Discontinuity, Concentration, Risk
10. Multifractality in Asset Returns: Theory and Evidence (Review of Economics and Statistics)

Their papers

• Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series (2011) — 145 citations