papers
Publications (3)
q-fin.ST2015
Time-dependent scaling patterns in high frequency financial data
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
q-fin.CP2015
Anomalous volatility scaling in high frequency financial data
Noemi Nava, T. Di Matteo, Tomaso Aste
cs.CE2017
Dynamic correlations at different time-scales with Empirical Mode Decomposition
Noemi Nava, T. Di Matteo, Tomaso Aste