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Applying complexity science to air traffic management
Cook, Andrew; Blom, Henk A. P.; Lillo, Fabrizio; … - In: Journal of air transport management 42 (2015), pp. 149-158
Persistent link: https://www.econbiz.de/10010481736
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Do firms share the same functional form of their growth rate distribution? : a statistical test
Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 39 (2014), pp. 140-164
Persistent link: https://www.econbiz.de/10010388784
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Networked relationships in the e-MID interbank market : a trading model with memory
Iori, Giulia; Mantegna, Rosario N.; Marotta, Luca; … - In: Journal of economic dynamics & control 50 (2015), pp. 98-116
Persistent link: https://www.econbiz.de/10010486953
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On the multi-dimensionality and sampling of air transport networks
Belkoura, Seddik; Cook, Andrew; Peña, José Maria; … - In: Transportation research / E : an international journal 94 (2016), pp. 95-109
Persistent link: https://www.econbiz.de/10011587986
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Correlation, hierarchies, and networks in financial markets
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario N. - In: Journal of economic behavior & organization : JEBO 75 (2010) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10008667031
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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
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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
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Statistical properties of statistical ensembles of stock returns
Lillo, Fabrizio; Mantegna, Rosario N. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 405-408
Persistent link: https://www.econbiz.de/10001522895
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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
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How News Affect the Trading Behavior of Different Categories of Investors in a Financial Market
Lillo, Fabrizio - 2012
We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role of endogenous and exogenous factors that may affect their behavior. As endogenous factors we consider returns and...
Persistent link: https://www.econbiz.de/10013103753