Items where Author is "Calcagnile, L. M."
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Article
Calcagnile, L. M., Corsi, F. 
ORCID: 0000-0003-2683-4479 & Marmi, S. (2019).
Entropy and Efficiency of the ETF Market.
Computational Economics, 55(1),
pp. 143-184.
doi: 10.1007/s10614-019-09885-z
Bormetti, G., Calcagnile, L. M., Treccani, M. , Corsi, F., Marmi, S. & Lillo, F (2015). Modelling systemic price cojumps with Hawkes factor models. Quantitative Finance, 15(7), pp. 1137-1156. doi: 10.1080/14697688.2014.996586