Details about Giacomo Livan

Access statistics for papers by Giacomo Livan.

Last updated 2020-01-23. Update your information in the RePEc Author Service.

Short-id: pli713

Working Papers

2020

1. Maximum Entropy approach to multivariate time series randomization
   Papers, arXiv.org

2017

2. Excess reciprocity distorts reputation in online social networks
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
3. Statistical mechanics of complex economies
   Papers, arXiv.org View citations (11)

2014

4. A spectral perspective on excess volatility
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (2)
   Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2014) View citations (1)
   See also Journal Article A spectral perspective on excess volatility, Applied Economics Letters, Taylor & Francis Journals (2015) View citations (1) (2015)
5. On the concentration of large deviations for fat tailed distributions, with application to financial data
   Papers, arXiv.org View citations (3)

2012

6. A Generalized Fourier Transform Approach to Risk Measures
   Papers, arXiv.org View citations (4)
7. Asymmetric correlation matrices: an analysis of financial data
   Papers, arXiv.org View citations (7)
8. Financial instability from local market measures
   Papers, arXiv.org View citations (4)
9. On the non-stationarity of financial time series: impact on optimal portfolio selection
   Papers, arXiv.org View citations (17)

2011

10. The fine structure of spectral properties for random correlation matrices: an application to financial markets
    MPRA Paper, University Library of Munich, Germany View citations (17)
    Also in Papers, arXiv.org (2011) View citations (22)

2010

11. Accounting for risk of non linear portfolios: a novel Fourier approach
    Papers, arXiv.org

Undated

12. The Social Climbing Game
    Working Papers, ETH Zurich, Chair of Systems Design View citations (3)

Journal Articles

2018

1. Digital Identity: The effect of trust and reputation information on user judgement in the Sharing Economy
   PLOS ONE, 2018, 13, (12), 1-18 View citations (10)

2015

2. A spectral perspective on excess volatility
   Applied Economics Letters, 2015, 22, (9), 745-750 View citations (1)
   See also Working Paper A spectral perspective on excess volatility, Working Papers (2014) View citations (2) (2014)

2010

3. Accounting for risk of non linear portfolios
   The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 76, (1), 157-165