LILLO, FABRIZIO
LILLO, FABRIZIO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.004 secondi).
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 exponential random graphs: A new class of time-varying parameter models for temporal networks
2024-01-01 Di Gangi, D.; Bormetti, G.; Lillo, F.
Score-driven generalized fitness model for sparse and weighted temporal networks
2022-01-01 Di Gangi, Domenico; Bormetti, Giacomo; Lillo, Fabrizio
Why is the estimation of metaorder impact with public market data so challenging?
2026-01-01 Naviglio, Manuel; Bormetti, Giacomo; Campigli, Francesco; Rodikov, German; Lillo, Fabrizio