Sergio Focardi

A Course on Statistics for Finance · 2003–2016

A researcher in the Science corpus: 9 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Sergio Focardi trusts overall

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

1. L. Laloux
2. Jean-Philippe Bouchaud
3. Marc Potters

Who trusts Sergio Focardi overall

1. Rustam Ibragimov
2. Rangan Gupta

Papers from Sergio Focardi's perspective

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

1. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
2. Noise Dressing of Financial Correlation Matrices
3. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
4. Free Random Variables
5. Statistics for long-memory processes
6. A theory of power-law distributions in financial market fluctuations (Nature)
7. What moves stock prices?
8. Human behavior and the principle of least effort
9. Portfolio Selection
10. Statistical properties of stock order books: empirical results and models

Their papers

• Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application (2016) — 134 citations
• The basics of financial econometrics : tools, concepts, and asset management applications (2014) — 191 citations
• Forecasting Stock Returns (2012) — 306 citations
• Introduction to Regression Analysis (2011) — 105 citations
• Introduction to Time Series Analysis (2011) — 106 citations
• Financial Modeling of the Equity Market: From CAPM to Cointegration (2006) — 89 citations
• The Mathematics of Financial Modeling and Investment Management (2004) — 115 citations
• A methodology for index tracking based on time-series clustering (2004) — 70 citations
• Who wins? Study of long-run trader survival in an artificial stock market (2003) — 48 citations