Narrow search
Showing 1 - 3 of 3
Cover Image
Correlation, hierarchies, and networks in financial markets
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario N. - In: Journal of economic behavior & organization : JEBO 75 (2010) 1, pp. 40-59
Persistent link: https://www.econbiz.de/10008422861
Cover Image
Cluster analysis for portfolio optimization
Tola, Vincenzo; Lillo, Fabrizio; Gallegati, Mauro; … - In: Journal of economic dynamics & control 32 (2008) 1, pp. 235-258
Persistent link: https://www.econbiz.de/10007896297
Cover Image
The long memory of the efficient market
Lillo, Fabrizio; Farmer, J. Doyne - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3
Persistent link: https://www.econbiz.de/10009949822