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Items where Author is "Lillo, F"

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Article

Corsi, F., Marmi, S. and Lillo, F (2016). When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Operations Research, 64(5), pp. 1073-1088. doi: 10.1287/opre.2015.1464

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

This list was generated on Sat Jun 6 05:11:31 2020 UTC.