Lillo Fabrizio; Pirino Davide, The impact of systemic and illiquidity risk on financing with risky collateral, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2015, 50, pp. 180 - 202 [Scientific article]
Bargigli L.; di Iasio G.; Infante L.; Lillo F.; Pierobon F., The multiplex structure of interbank networks, «QUANTITATIVE FINANCE», 2015, 15, pp. 673 - 691 [Scientific article]
Tóth Bence; Palit Imon; Lillo Fabrizio; Farmer J. Doyne, Why is equity order flow so persistent?, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2015, 51, pp. 218 - 239 [Scientific article]
Lunardi José T.; Miccichè Salvatore; Lillo Fabrizio; Mantegna Rosario N.; Gallegati Mauro, Do firms share the same functional form of their growth rate distribution? A statistical test, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2014, 39, pp. 140 - 164 [Scientific article]
Gurtner Gérald; Vitali Stefania; Cipolla Marco; Lillo Fabrizio; Mantegna Rosario Nunzio; Miccichè Salvatore; Pozzi Simone, Multi-scale analysis of the European airspace using network community detection, «PLOS ONE», 2014, 9, pp. 94414 - 94430 [Scientific article]
Curato Gianbiagio; Lillo Fabrizio, Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric, «ENTROPY», 2014, 16, pp. 567 - 581 [Scientific article]
Taranto, D.E.; Bormetti, G.; Lillo, F., The adaptive nature of liquidity taking in limit order books, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2014, 2014, Article number: P06002 , pp. P06002-1 - P06002-38 [Scientific article]
Gabriele La Spada; Fabrizio Lillo, The effect of round-off error on long memory processes, «STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS», 2014, 18, pp. 445 - 482 [Scientific article]
Bongiorno C.; Mantegna R.N.; Miccichè S.; Gurtner G.; Lillo F.; Valori L.; Ducci M.; Monechi B.; Pozzi S., An Agent Based Model of Air Traffic Management, in: Proceedings on the Third SESAR Innovation Days Conference, 2013, pp. 1 - 9 (atti di: Third SESAR Innovation Days Conference, Stockholm (Svezia), 26-28 Nov 2013) [Contribution to conference proceedings]
Strano E; Zanin M; Estrada E; Lillo F, Editorial: Spatially Embedded Complex Networks, «THE EUROPEAN PHYSICAL JOURNAL. SPECIAL TOPICS», 2013, 215, pp. 1 - 4 [Scientific article]
J. Doyne Farmer; Austin Gerig; Fabrizio Lillo; Henri Waelbroeck, How efficiency shapes market impact, «QUANTITATIVE FINANCE», 2013, 13, pp. 1743 - 1758 [Scientific article]
Zanin M; Lillo F, Modelling the Air Transport with Complex Networks: a short review, «THE EUROPEAN PHYSICAL JOURNAL. SPECIAL TOPICS», 2013, 215, pp. 5 - 21 [Scientific article]
Salvatore Miccichè; Andreas Buchleitner; Fabrizio Lillo; Rosario N Mantegna; Tobias Paul; Sandro Wimberger, Scale-free relaxation of a wave packet in a quantum well with power-law tails, «NEW JOURNAL OF PHYSICS», 2013, 15, pp. 033033 - 033048 [Scientific article]
SALVATORE MICCICHÈ; FABRIZIO LILLO; ROSARIO N. MANTEGNA, THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES, «FLUCTUATION AND NOISE LETTERS», 2013, 12, pp. 1340002 - 1340015 [Scientific article]
Busseti E; Lillo F, Calibration and optimal execution of financial transactions in the presence of transient market impact, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2012, 9, pp. 09010 - 09037 [Scientific article]
