1. A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics. Issue 4 (2nd October 2021) Authors: Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio Journal: Journal of business & economic statistics Issue: Volume 39:Issue 4(2021) Page Start: 920 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics. Issue 12 (2nd December 2022) Authors: Vassallo, Danilo; Bormetti, Giacomo; Lillo, Fabrizio Journal: Quantitative finance Issue: Volume 22:Issue 12(2022) Page Start: 2237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Applying complexity science to air traffic management. (January 2015) Authors: Cook, Andrew; Blom, Henk A.P.; Lillo, Fabrizio; Mantegna, Rosario Nunzio; Miccichè, Salvatore; Rivas, Damián; Vázquez, Rafael; Zanin, Massimiliano Journal: Journal of air transport management Issue: Volume 42(2015) Page Start: 149 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Are trading invariants really invariant? Trading costs matter. Issue 7 (2nd July 2020) Authors: Bucci, Frédéric; Lillo, Fabrizio; Bouchaud, Jean-Philippe; Benzaquen, Michael Journal: Quantitative finance Issue: Volume 20:Issue 7(2020) Page Start: 1059 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Centrality metrics and localization in core-periphery networks. (24th February 2016) Authors: Barucca, Paolo; Tantari, Daniele; Lillo, Fabrizio Journal: Journal of statistical mechanics Issue: (2016:Feb.) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Collective synchronization and high frequency systemic instabilities in financial markets. Issue 2 (1st February 2018) Authors: Calcagnile, Lucio Maria; Bormetti, Giacomo; Treccani, Michele; Marmi, Stefano; Lillo, Fabrizio Journal: Quantitative finance Issue: Volume 18:Issue 2(2018) Page Start: 237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Comment on: Price Discovery in High Resolution. (15th March 2019) Authors: Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio Journal: Journal of financial econometrics Issue: Volume 19:Number 3(2021) Page Start: 439 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes. (20th May 2015) Authors: Gurtner, Gérald; Valori, Luca; Lillo, Fabrizio Journal: Journal of statistical mechanics Issue: (2015:May) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Disentangling bipartite and core-periphery structure in financial networks. (July 2016) Authors: Barucca, Paolo; Lillo, Fabrizio Journal: Chaos, solitons and fractals Issue: Volume 88(2016) Page Start: 244 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Disentangling bipartite and core-periphery structure in financial networks. (July 2016) Authors: Barucca, Paolo; Lillo, Fabrizio Journal: Chaos, solitons and fractals Issue: Volume 88(2016) Page Start: 244 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗