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~isPartOf:"Journal of economic dynamics & control"
~person:"Lillo, Fabrizio"
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Lillo, Fabrizio
Kort, Peter M.
23
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15
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14
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Journal of economic dynamics & control
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7
Journal of air transport management
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The complex dynamics of economic interaction : essays in economics and econophysics
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1
Wright meets Markowitz : how standard portfolio
theory
changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
2
When panic makes you blind : a chaotic route to systemic risk
Mazzarisi, Piero
;
Lillo, Fabrizio
;
Marmi, Stefano
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 176-199
Persistent link: https://www.econbiz.de/10012130963
Saved in:
3
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
4
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
5
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
Saved in:
6
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
7
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
8
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/10003622751
Saved in:
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