CAMPAJOLA, Carlo
CAMPAJOLA, Carlo
Scuola Normale Superiore
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.006 secondi).
Modelling financial lead-lag interactions with Kinetic Ising Models
2020 Campajola, Carlo
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
2022 Campajola, Carlo; Gangi, Domenico Di; Lillo, Fabrizio; Tantari, Daniele
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
2020 Mazzarisi, Piero; Zaoli, Silvia; Campajola, Carlo; Lillo, Fabrizio
Unveiling the relation between herding and liquidity with trader lead-lag networks
2020 Campajola, Carlo; Lillo, Fabrizio; Tantari, Daniele
Titolo | Data di pubblicazione | Autori | Tipo | File |
---|---|---|---|---|
Modelling financial lead-lag interactions with Kinetic Ising Models | 2020 | CAMPAJOLA, Carlo | Doctoral Thesis | |
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model | 2022 | Campajola, CarloLillo, FabrizioTantari, Daniele + | 1.1 Articolo in rivista | |
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages | 2020 | Mazzarisi, PieroCampajola, CarloLillo, Fabrizio + | 1.1 Articolo in rivista | |
Unveiling the relation between herding and liquidity with trader lead-lag networks | 2020 | Campajola, CarloLillo, FabrizioTantari, Daniele | 1.1 Articolo in rivista |