Lucio M. Calcagnile

From MaRDI portal
(Redirected from Person:625628)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Collective synchronization and high frequency systemic instabilities in financial markets
Quantitative Finance
2018-11-14Paper
Modelling systemic price cojumps with Hawkes factor models
Quantitative Finance
2018-09-19Paper
Modelling systemic price cojumps with Hawkes factor models
Quantitative Finance
2018-09-19Paper
Non-sequential recursive pair substitutions and numerical entropy estimates in symbolic dynamical systems
Journal of Nonlinear Science
2011-02-25Paper


Research outcomes over time


This page was built for person: Lucio M. Calcagnile