Tiziana Di Matteo
Works:
- A look at financial dependencies by means of econophysics and financial economics
- Multifractality and long-range dependence of asset returns : The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components
- Systemic liquidity contagion in the European interbank market
- Black hole formation and growth : Saas-Fee Advanced Course 48, Swiss Society for Astrophysics and Astronomy