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27 April 2024
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1
to
17
of
17
for query "
A. Miccichè
". (0.00 sec.)
1.
Degree stability of a minimum spanning tree of price return and volatility
Salvatore Micciche`
;
Giovanni Bonanno
;
Fabrizio Lillo
;
Rosario N. Mantegna
;
14 Dec 2002
/ Physica A, 324, 66-73, (2003)
2.
Volatility in Financial Markets: Stochastic Models and Empirical Results
Salvatore Micciche`
;
Giovanni Bonanno
;
Fabrizio Lillo
;
Rosario N. Mantegna
;
28 Feb 2002
/ Physica A, 314, 756-761, (2002)
3.
Infra-Red Asymptotic Dynamics of Gauge Invariant Charged Fields: QED versus QCD
E. d'Emilio
;
S. Micciche
;
18 Aug 1999
/ Phys.Rev. D61 (2000) 045010
4.
Long-range correlated stationary Markovian processes
Fabrizio Lillo
;
Salvatore Micciche'
;
Rosario N. Mantegna
;
21 Mar 2002
5.
Inverted Repeats in Viral Genomes
M. Spano
;
F. Lillo
;
S. Micciche
;
R. N. Mantegna
;
5 Oct 2004
/ Fluctuation and Noise Letters 5(2), L193-L200, (2005)
6.
The vacuum and cryogenics system of the SOXS spectrograph
S. Scuderi
;
G. Bellassai
;
R. Di Benedetto
;
E. Martinetti
;
A. Micciché
;
G. Nicotra
;
G. Occhipinti
;
C. Sciré
;
M. Aliverti
;
M. Genoni
;
F. Vitali
;
S. Campana
;
R. Claudi
;
P. Schipani
;
A. Baruffolo
;
S. Ben-Ami
;
G. Capasso
;
R. Cosentino
;
F. D'Alessio
;
P. D'Avanzo
;
O. Hershko
;
H. Kuncarayakti
;
M. Landoni
;
M. Munari
;
G. Pignata
;
K. Radhakrishnan
;
A. Rubin
;
D. Young
;
J. Achren
;
J.A. Araiza-Duran
;
I. Arcavi
;
F. Battaini
;
A. Brucalassi
;
R. Bruch
;
E. Cappellaro
;
M. Colapietro
;
M. Della Valle
;
S. D'Orsi
;
A. Gal-Yam
;
M. Hernandez Diaz
;
J. Kotilainen
;
G. Li Causi
;
L. Marty
;
S. Mattila
;
M. Rappaport
;
D. Ricci
;
M. Riva
;
B. Salasnich
;
S. Smartt
;
R. Zanmar Sanchez
;
M. Stritzinger
;
H. Perez Ventura
;
15 Sep 2022
7.
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis
C. Coronnello
;
M. Tumminello
;
F. Lillo
;
S. Micciche`
;
R. N. Mantegna
;
5 Sep 2006
8.
Sector identification in a set of stock return time series traded at the London Stock Exchange
C. Coronnello
;
M. Tumminello
;
F. Lillo
;
S. Miccichè
;
R.N. Mantegna
;
4 Aug 2005
/ Acta Phys. Pol. B 36 (2005) 2653-2679
9.
Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode
Christian Borghesi
;
Matteo Marsili
;
Salvatore Miccichè
;
31 Jul 2007
/ Phys Rev E, 76 (2 Pt 2), 026104
10.
Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode
Christian Borghesi
;
Matteo Marsili
;
Salvatore Miccichè
;
13 Feb 2007
11.
Soliton Solutions with Real Poles in the Alekseev formulation of the Inverse-Scattering method
S. Micciche
;
J. B. Griffiths
;
22 Sep 1999
/ Class.Quant.Grav. 17 (2000) 1-9
12.
The extensions of gravitational soliton solutions with real poles
J. B. Griffiths
;
S. Micciche
;
2 Nov 1998
/ Gen.Rel.Grav. 30 (1999) 867-888
13.
Spanning Trees and bootstrap reliability estimation in correlation based networks
M. Tumminello
;
C. Coronnello
;
F. Lillo
;
S. Micciche'
;
R. N. Mantegna
;
15 May 2006
14.
Scaling and data collapse for the mean exit time of asset prices
Miquel Montero
;
Josep Perelló
;
Jaume Masoliver
;
Fabrizio Lillo
;
Salvatore Miccichè
;
Rosario N Mantegna
;
31 Oct 2005
/ Phys Rev E, 72 (5 Pt 2), 056101
15.
Scaling and data collapse for the mean exit time of asset prices
Miquel Montero
;
Josep Perello
;
Jaume Masoliver
;
Fabrizio Lillo
;
Salvatore Micciche
;
Rosario N. Mantegna
;
6 Jul 2005
16.
The ASTRI Mini-Array of Cherenkov Telescopes at the Observatorio del Teide
Scuderi S.
;
Giuliani A.
;
Pareschi G.
;
Tosti G.
;
Catalano O.
;
Amato E.
;
Antonelli L. A.
;
Becerra Gonzáles J.
;
Bellassai G.
;
Bigongiari
;
Biondo B.
;
Böttcher M.
;
Bonanno G.
;
Bonnoli G.
;
Bruno P.
;
Bulgarelli A.
;
Canestrari R.
;
Capalbi M.
;
Caraveo P.
;
Cardillo M.
;
Conforti V.
;
Contino G.
;
Corpora M.
;
Costa A.
;
Cusumano G.
;
D'AÃ A.
;
de Gouveia Dal Pino E.
;
Della Ceca R.
;
Escribano Rodriguez E. Falceta Gonçalves D.
;
Fermino C.
;
Fiori M.
;
Fioretti V.
;
Fiorini M.
;
Gallozzi S.
;
Gargano C.
;
Garozzo S.
;
Germani S.
;
Ghedina A.
;
Gianotti F.
;
Giarrusso S.
;
Gimenes R.
;
Giordano V.
;
Grillo A.
;
Grivel Gelly C.
;
Impiombato D.
;
Incardona F.
;
Incorvaia S.
;
Iovenitti S.
;
La Barbera A.
;
La Palombara N.
;
La Parola V.
;
Lamastra A.
;
Lessio L.
;
Leto G.
;
Lo Gerfo F.
;
Lodi M.
;
Lombardi S.
;
Longo F.
;
Lucarelli F.
;
Maccarone M. C.
;
Marano D.
;
Martinetti E.
;
Mereghetti S.
;
Micciché A.
;
Millul R.
;
Mineo T.
;
Mollica D.
;
Morlino G.
;
Morselli A.
;
Naletto G.
;
Nicotra G.
;
Pagliaro A.
;
Parmiggiani N.
;
Piano G.
;
Pintore F.
;
Poretti E.
;
Olmi B.
;
Rodeghiero G.
;
Rodriguez Fernandez G.
;
Romano P.
;
Romeo G.
;
Russo F.
;
Sangiorgi P.
;
Saturni F. G.
;
Schwarz J. H.
;
Sciacca
;
Sironi G.
;
Sottile G.
;
Stamerra A.
;
Tagliaferri G.
;
Testa V.
;
Umana G.
;
Uslenghi M.
;
Vercellone S.
;
Zampieri L.
;
Zanmar Sanchez R
;
9 Aug 2022
17.
The role of conditional probability in multi-scale stationary Markovian processes
Salvatore Micciche'
;
23 Mar 2010
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