F. Lillo

Identifiers

• name variant F. Lillo 0.60 · backfill

Papers (8)

1. Correlation, hierarchies, and networks in financial markets q-fin.ST · 2008 · author #2
2. Generation of hierarchically correlated multivariate symbolic sequences physics.comp-ph · 2008 · author #2
3. Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance physics.data-an · 2007 · author #2
4. Spanning Trees and bootstrap reliability estimation in correlation based networks physics.soc-ph · 2006 · author #3
5. Hierarchically nested factor model from multivariate data cond-mat.dis-nn · 2005 · author #2
6. Sector identification in a set of stock return time series traded at the London Stock Exchange cond-mat.dis-nn · 2005 · author #3
7. A theory for long-memory in supply and demand cond-mat.other · 2004 · author #1
8. Networks of equities in financial markets cond-mat.stat-mech · 2004 · author #3

Mentions

• 0809.4615 #2 · backfill · confidence 0.70 F. Lillo
• 0802.1600 #2 · backfill · confidence 0.70 F. Lillo
• 0710.0576 #2 · backfill · confidence 0.70 F. Lillo

Frequent Coauthors

• M. Tumminello 5 shared papers
• R. N. Mantegna 4 shared papers
• R.N. Mantegna 3 shared papers
• C. Coronnello 2 shared papers
• G. Bonanno 1 shared papers
• G. Caldarelli 1 shared papers
• J. Doyne Farmer 1 shared papers
• Mi. Tumminello 1 shared papers
• N. Vandewalle 1 shared papers
• S. Miccich\`e 1 shared papers
• S. Micciche' 1 shared papers
• S. Micciche` 1 shared papers
• Szabolcs Mike 1 shared papers