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Items where Author is "Calcagnile, L. M."

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Calcagnile, L. M., Corsi, F. ORCID: 0000-0003-2683-4479 and Marmi, S. (2019). Entropy and Efficiency of the ETF Market. Computational Economics, doi: 10.1007/s10614-019-09885-z

Bormetti, G., Calcagnile, L. M., Treccani, M., Corsi, F., Marmi, S. and Lillo, F (2015). Modelling systemic price cojumps with Hawkes factor models. Quantitative Finance, 15(7), pp. 1137-1156. doi: 10.1080/14697688.2014.996586

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