City Research Online - Items where Author is "Marmi, S."

Items where Author is "Marmi, S."

Up a level

Group by: Type | No Grouping

Jump to: Article

Number of items: 3.

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

Corsi, F., Marmi, S. & 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. & 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 Wed Dec 25 02:53:28 2024 UTC.