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Entropy and efficiency of the ETF market
Calcagnile, Lucio Maria
;
Corsi, Fulvio
;
Marmi, Stefano
- In:
Computational economics
55
(
2020
)
1
,
pp. 143-184
Persistent link: https://www.econbiz.de/10012222595
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Collective synchronization and high frequency systemic instabilities in financial markets
Calcagnile, Lucio Maria
;
Bormetti, Giacomo
;
Treccani, …
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10011905911
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