Narrow search
Showing 1 - 3 of 3
Cover Image
Modeling the dynamics of a financial index after a crash
Lillo, Fabrizio; Mantegna, Rosario N. - In: The complex dynamics of economic interaction : essays …, (pp. 143-151). 2004
Persistent link: https://www.econbiz.de/10002415038
Cover Image
Price impact function of a single transaction
Lillo, Fabrizio; Farmer, J. Doyne; Mantegna, Rosario N. - In: The complex dynamics of economic interaction : essays …, (pp. 153-160). 2004
Persistent link: https://www.econbiz.de/10002415112
Cover Image
Do firms share the same functional form of their growth rate distribution? : a statistical test
Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 39 (2014), pp. 140-164
Persistent link: https://www.econbiz.de/10010388784