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Statistical characterization of deviations from planned flight trajectories in air traffic management
Bongiorno, C.; Gurtner, Gérald; Lillo, F.; Mantegna, … - In: Journal of air transport management 58 (2017), pp. 152-163
Persistent link: https://www.econbiz.de/10011690292
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Cross-impact and no-dynamic-arbitrage
Schneider, Michael; Lillo, F. - In: Quantitative finance 19 (2019) 1, pp. 137-154
Persistent link: https://www.econbiz.de/10012194626
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A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Mazzarisi, P.; Barucca, P.; Lillo, F.; Tantari, Daniele - In: European journal of operational research : EJOR 281 (2020) 1, pp. 50-65
Persistent link: https://www.econbiz.de/10012153435