Lucio Maria Calcagnile

Identifiers

• name variant Lucio Maria Calcagnile 0.60 · backfill

Papers (3)

1. Entropy and efficiency of the ETF market q-fin.ST · 2016 · author #1
2. Collective synchronization and high frequency systemic instabilities in financial markets q-fin.ST · 2015 · author #1
3. Modelling systemic price cojumps with Hawkes factor models q-fin.ST · 2013 · author #2

Mentions

• 1505.00704 #1 · backfill · confidence 0.70 Lucio Maria Calcagnile
• 1301.6141 #2 · backfill · confidence 0.70 Lucio Maria Calcagnile

Frequent Coauthors

• Stefano Marmi 3 shared papers
• Fabrizio Lillo 2 shared papers
• Fulvio Corsi 2 shared papers
• Giacomo Bormetti 2 shared papers
• Michele Treccani 2 shared papers