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Research Output for T. Di Matteo

Note: The 2012, 2013 publications have not been audited.

Jump to: Publications | Grants and Consultancies | HDR completions

T. Di Matteo may be from another institution or only recently joined Deakin University.

Publications

2012 External

Barunik, Jozef*, Aste, Tomaso*, Di Matteo, T.* and Liu, Ruipeng (2012) Understanding the source of multifractality in financial markets, Physica A: Statistical Mechanics and its Applications, vol. 391, no. 17, pp. 4234-4251, Elsevier BV * North-Holland, Amsterdam, Netherlands [C1]
ERA journal ID: 351 – Scopus EID: 2-s2.0-84861575062
Citation counts: Scopus - 5, Thomson - 5
DRO entry for this publication

2008 External

Liu, Ruipeng, Di Matteo, T.* and Lux, Thomas* (2008) Multifractality and long-range dependence of asset returns: the scaling behavior of the Markov-switching multifractal model with lognormal volatility components, Advances in complex systems, vol. 11, no. 5, pp. 669-684, World Scientific Publishing, Singapore [C1]
ERA journal ID: 39995 – Scopus EID: 2-s2.0-57249084069
Citation counts: Scopus - 4
DRO entry for this publication

Liu, Ruipeng, Aste, Tomaso* and Di Matteo, T.* (2008) Multi-scaling modelling in financial markets, in Unknown (ed.), Proceedings of SPIE--the International Society for Optical Engineering : Complex systems II, SPIE Digital Library, Bellingham, Wash. [E1.1]
DRO entry for this publication

2007 External

Liu, Ruipeng, Di Matteo, T,* and Lux, Thomas* (2007) True and apparent scaling : the proximity of the Markov-switching multifractal model to long-range dependence, Physica A, vol. 383, no. 1, pp. 35-42, Elsevier B.V., Amsterdam, Netherlands [C1.1]
ERA journal ID: 351 – Scopus EID: 2-s2.0-34347393131
Citation counts: Scopus - 10, Thomson - 10
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2012 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by T. Di Matteo

No completions found or audited.

Legend:

* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Thursday 23rd May 2013 10:04pm