EconPapers    
Economics at your fingertips  
 

Details about Marina Resta

E-mail:
Workplace:Dipartimento di Economia (Department of Economics), Università degli Studi di Genova (University of Genoa), (more information at EDIRC)

Access statistics for papers by Marina Resta.

Last updated 2019-01-17. Update your information in the RePEc Author Service.

Short-id: pre11


Jump to Journal Articles

Working Papers

2018

  1. Is VIX still the investor fear gauge? Evidence for the US and BRIC markets
    Papers, arXiv.org Downloads View citations (2)

2008

  1. Social influence and neighbourhood effects in the health care market
    POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS Downloads View citations (5)

2004

  1. Multifractal analysis of Power Markets. Some empirical evidence
    Econometrics, University Library of Munich, Germany Downloads View citations (1)

2003

  1. Spot price dynamics in deregulated power markets
    Econometrics, University Library of Munich, Germany Downloads View citations (1)

2002

  1. Portfolio Optimization: which alternatives to standard gaussian model?
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

  1. Portfolio Selection Models Driven by Non Gaussian Price Dynamics
    Computing in Economics and Finance 2001, Society for Computational Economics
    Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001)

2000

  1. A COMPUTATIONAL APPROACH ON NEIGHBOURHOOD STRUCTURES IN THE SIMULATION OF DICHOTOMOUS DEVELOPMENT
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads

Undated

  1. A characterization of self-affine processes in finance through the scaling function
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics Downloads

Journal Articles

2019

  1. An Object-Oriented Bayesian Framework for the Detection of Market Drivers
    Risks, 2019, 7, (1), 1-18 Downloads

2017

  1. Applying spectral biclustering to mortality data
    Risks, 2017, 5, (2), 1-13 Downloads View citations (2)

2016

  1. Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets
    Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 21-46 Downloads View citations (3)
  2. VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps
    Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 47-64 Downloads View citations (1)

2009

  1. A computational approach for the health care market
    Health Care Management Science, 2009, 12, (4), 344-350 Downloads View citations (3)
 
Page updated 2025-03-24