Author/Creator: Lillo, Fabrizio - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Lillo, Fabrizio

21. Optimal execution with non-linear transient market impact. Issue 1 (2nd January 2017)

Authors:: Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio
Journal:: Quantitative finance
Issue:: Volume 17:Issue 1(2017)
Page Start:: 41
Record Type:: Journal Article
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22. Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. (June 2023)

Authors:: Cordoni, Francesco; Giannetti, Caterina; Lillo, Fabrizio; Bottazzi, Giulio
Journal:: Simulation
Issue:: Volume 99:Number 6(2023)
Page Start:: 599
Record Type:: Journal Article
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23. The role of volume in order book dynamics: a multivariate Hawkes process analysis. Issue 7 (3rd July 2017)

Authors:: Rambaldi, Marcello; Bacry, Emmanuel; Lillo, Fabrizio
Journal:: Quantitative finance
Issue:: Volume 17:Issue 7(2017)
Page Start:: 999
Record Type:: Journal Article
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24. Unveiling the relation between herding and liquidity with trader lead-lag networks. Issue 11 (1st November 2020)

Authors:: Campajola, Carlo; Lillo, Fabrizio; Tantari, Daniele
Journal:: Quantitative finance
Issue:: Volume 20:Issue 11(2020)
Page Start:: 1765
Record Type:: Journal Article
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