LILLO, FABRIZIO
LILLO, FABRIZIO
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A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
2021-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics
2022-01-01 Vassallo, Danilo; Bormetti, Giacomo; Lillo, Fabrizio
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
2021-01-01 Flori, A.; Lillo, F.; Pammolli, F.; Spelta, A.
Comment on: Price Discovery in High Resolution
2021-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Score-driven generalized fitness model for sparse and weighted temporal networks
2022-01-01 Di Gangi, Domenico; Bormetti, Giacomo; Lillo, Fabrizio
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics | 1-gen-2021 | Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio | |
| A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics | 1-gen-2022 | Vassallo, Danilo; Bormetti, Giacomo; Lillo, Fabrizio | |
| Better to stay apart: asset commonality, bipartite network centrality, and investment strategies | 1-gen-2021 | Flori, A.; Lillo, F.; Pammolli, F.; Spelta, A. | |
| Comment on: Price Discovery in High Resolution | 1-gen-2021 | Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio | |
| Score-driven generalized fitness model for sparse and weighted temporal networks | 1-gen-2022 | Di Gangi, Domenico; Bormetti, Giacomo; Lillo, Fabrizio |