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Items where Author is "Lillo, F."

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Article

Buccheri, G., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Lillo, F. (2020). A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics. Journal of Business and Economic Statistics, doi: 10.1080/07350015.2020.1739530

Buccheri, G., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Lillo, F. (2019). Comment on: Price Discovery in High Resolution. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz008

Corsi, F., Lillo, F., Pirino, D. and Trapin, L. (2018). Measuring the propagation of financial distress with Granger-causality tail risk networks. Journal of Financial Stability, 38, pp. 18-36. doi: 10.1016/j.jfs.2018.06.003

This list was generated on Fri May 29 04:48:14 2020 UTC.