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type_genre:"Statistics"
~person:"Lillo, Fabrizio"
~subject:"Finanzmarkt"
~subject:"Share price"
~type_genre:"Aufsatz im Buch"
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Lillo, Fabrizio
Gerke, Wolfgang
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Lee, Cheng F.
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The complex dynamics of economic interaction : essays in economics and econophysics
2
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Financial econometrics and empirical market microstructure
1
Methods and finance : a unifying view on finance, mathematics and philosophy
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ECONIS (ZBW)
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Behind the price: on the role of agent's reflexivity in financial market microstructure
Barucca, Paolo
;
Lillo, Fabrizio
- In:
Methods and finance : a unifying view on finance, …
,
(pp. 51-61)
.
2017
Persistent link: https://www.econbiz.de/10011695431
Saved in:
2
How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
Saved in:
3
Modeling the dynamics of a financial index after a crash
Lillo, Fabrizio
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 143-151)
.
2004
Persistent link: https://www.econbiz.de/10002415038
Saved in:
4
Price impact function of a single transaction
Lillo, Fabrizio
;
Farmer, J. Doyne
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 153-160)
.
2004
Persistent link: https://www.econbiz.de/10002415112
Saved in:
5
Variety of stock returns in normal and extreme market days : the August 1998 crisis
Lillo, Fabrizio
;
Bonanno, Giovanni
;
Mantegna, Rosario N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [77]-89)
.
2002
Persistent link: https://www.econbiz.de/10001679237
Saved in:
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