Rosario Nunzio Mantegna

Statistical and Nonlinear Physics · 1994–2008

A researcher in the Science corpus: 9 papers; trusts 10 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Rosario Nunzio Mantegna trusts overall

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

  1. Jukka-Pekka Onnela
  2. Juliane Schäfer
  3. Philippe Jorion

Who trusts Rosario Nunzio Mantegna overall

  1. Sergei Levendorskii
  2. Svetlana Boyarchenko
  3. Á. Cartea
  4. Szymon Borak
  5. Marta C. González
  6. Mark M. Meerschaert
  7. Diego del-Castillo-Negrete
  8. J. Rosínski
  9. Paweł Sztonyk
  10. C. K. Tse

Papers from Rosario Nunzio Mantegna's perspective

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

  1. Social Network Analysis: Methods and Applications
  2. Book-Review - Numerical Recipes in Pascal - the Art of Scientific Computing
  3. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  4. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
  5. A well-conditioned estimator for large-dimensional covariance matrices
  6. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  7. Risk Management: Value at Risk and Beyond
  8. Statistical Applications in Genetics and Molecular Biology A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics
  9. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  10. International Portfolio Diversification with Estimation Risk

Their papers