The following pages link to Fabrizio Lillo (Q212743):
Displaying 14 items.
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Co-impact: crowding effects in institutional trading activity (Q5121489) (← links)
- Are trading invariants really invariant? Trading costs matter (Q5139213) (← links)
- Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models (Q5350409) (← links)
- Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (Q5484635) (← links)
- Levels of complexity in financial markets (Q5947862) (← links)
- Ensemble properties of securities traded in the NASDAQ market (Q5947875) (← links)
- Unimodal maps perturbed by heteroscedastic noise: an application to financial systems (Q6062722) (← links)
- A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (Q6158388) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks (Q6165221) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
- Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811) (← links)
- A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (Q6617813) (← links)
