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Lillo, Fabrizio


 SSRN Author Rank: 7,651 by Downloads
 

University of Palermo


 viale delle Scienze - Edificio 18
 61 - 90128 Palermo
 Italy
 email address

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. Lillo, Fabrizio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,559
Total
Citations
66
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
University of Palermo
Posted:
15 Sep 08
968
(12,482)
39

2.  
La Spada, Gabriele
Princeton University - Department of Economics
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
University of Palermo
Posted:
29 Nov 07
Last Revised:
16 Jun 08
262
(69,670)
 

3.  
Correlation, Hierarchies, and Networks in Financial Markets | Show Abstract | Download |
Journal of Economic Behavior and Organization, Forthcoming
Accepted Paper Series
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Posted:
29 May 10
259
(70,513)
2

4.  
Gillemot, Laszlo
Santa Fe Institute
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
University of Palermo
Posted:
18 Oct 05
257
(71,070)
5

5.  
Toth, Bence
Santa Fe Institute
Eisler, Zoltan
Capital Fund Management
Lillo, Fabrizio
University of Palermo
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Kockelkoren, Julien
Capital Fund Management
Farmer, J. Doyne
Santa Fe Institute
Posted:
06 Apr 11
221
(83,415)
1

6.  
Eisler, Zoltan
Capital Fund Management
Kertesz, Janos
Budapest University of Technology and Economics - Department of Theoretical Physics
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Posted:
01 Feb 07
159
(114,182)
 

7.  
Farmer, J. Doyne
Santa Fe Institute
Gerig, Austin
U.S. Securities and Exchange Commission
Lillo, Fabrizio
University of Palermo
Waelbroeck, Henri
Portware LLC
Posted:
20 Mar 13
Last Revised:
27 Sep 13
157
(115,441)
2

8.  
Pantaleo, Ester
Università degli Studi di Bari “Aldo Moro”, (UNIBA)
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Posted:
27 Apr 10
135
(131,209)
1

9.  
A Theory for Long-Memory in Supply and Demand | Show Abstract | Download |
Santa Fe Institute Working Paper No. 04-12-041
Working Paper Series
Lillo, Fabrizio
University of Palermo
Mike, Szabolcs
Santa Fe Institute - Economics
Farmer, J. Doyne
Santa Fe Institute
Posted:
30 Apr 05
135
(131,209)
8

10.  
Lillo, Fabrizio
University of Palermo
Miccichè, Salvatore
University of Palermo - Department of Physics and Chemistry
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Piilo, Jyrki
University of Turku
Mantegna, Rosario N.
Central European University
Posted:
16 Jul 12
132
(133,736)
 

11.  
Corsi, Fulvio
Marmi, Stefano
Scuola Normale Superiore
Lillo, Fabrizio
University of Palermo
Posted:
13 Jun 13
122
(143,121)
 

12.  
Bormetti, Giacomo
Scuola Normale Superiore
Calcagnile, Lucio Maria
Scuola Normale Superiore
Treccani, Michele
List Group
Corsi, Fulvio
List Group
Marmi, Stefano
Scuola Normale Superiore
Lillo, Fabrizio
University of Palermo
Posted:
31 Jan 13
Last Revised:
12 Mar 13
102
(162,264)
 

13.  
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Lillo, Fabrizio
University of Palermo
Piilo, Jyrki
University of Turku
Mantegna, Rosario N.
Central European University
Posted:
20 Jul 11
Last Revised:
25 Jul 11
92
(175,354)
1

14.  
Montero, Miquel
University of Barcelona - Department de Física Fonamental
Perelló, Josep
University of Barcelona - Department of Physics
Masoliver, Jaume
University of Barcelona - Department of Physics
Lillo, Fabrizio
University of Palermo
Miccichè, Salvatore
University of Palermo - Department of Physics and Chemistry
Mantegna, Rosario N.
Central European University
Posted:
18 Jul 05
90
(176,596)
 

15.  
Toth, Bence
Santa Fe Institute
Palit, Imon
Monash University
Lillo, Fabrizio
University of Palermo
Farmer, J. Doyne
University of Oxford
Posted:
01 Jul 14
81
(188,617)
1

16.  
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Miccichè, Salvatore
University of Palermo - Department of Physics and Chemistry
Lillo, Fabrizio
University of Palermo
Piilo, Jyrki
University of Turku
Mantegna, Rosario N.
Central European University
Posted:
03 Oct 10
Last Revised:
30 Oct 13
65
(213,899)
3

17.  
Carollo, Angelo
University of Palermo
Vaglica, Gabriella
University of Palermo
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Posted:
26 Feb 11
Last Revised:
11 Dec 11
58
(226,783)
1

18.  
Lillo, Fabrizio
University of Palermo
Pirino, Davide
Scuola Normale Superiore
Posted:
29 Mar 14
57
(228,716)
 

19.  
Vaglica, Gabriella
University of Palermo
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Posted:
03 Feb 11
45
(254,412)
 

20.  
Lunardi, José T.
Universidade Estadual de Ponta Grossa - Departamento de Matematica e Estatistica
Miccichè, Salvatore
University of Palermo - Department of Physics and Chemistry
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Gallegati, Mauro
Università Politecnica delle Marche - Faculty of Economics
Posted:
18 Mar 11
Last Revised:
23 Nov 13
41
(263,870)
 

21.  
Curato, Gianbiagio
Scuola Normale Superiore
Gatheral, Jim
CUNY Baruch College
Lillo, Fabrizio
University of Palermo
Posted:
17 Dec 14
35
(282,785)
 

22.  
Bargigli, Leonardo
University of Florence - Department of Economics and Management
di Iasio, Giovanni
Bank of Italy
Infante, Luigi
Bank of Italy
Lillo, Fabrizio
University of Palermo
Pierobon, Federico
Bank of Italy - Banking and Finance Supervision Department
Posted:
12 Nov 13
Last Revised:
16 Jan 14
35
(279,872)
1

23.  
Taranto, Damian Eduardo
Scuola Normale Superiore
Bormetti, Giacomo
Scuola Normale Superiore
Lillo, Fabrizio
University of Palermo
Posted:
05 Mar 14
Last Revised:
11 Apr 14
27
(308,981)
 

24.  
La Spada, Gabriele
Princeton University - Department of Economics
Lillo, Fabrizio
University of Palermo
Posted:
23 Jul 11
Last Revised:
17 Mar 13
24
(316,806)
1

25.  
Moro, Esteban
Universidad Carlos III de Madrid
Vicente, Javier
Santa Fe Institute
Moyano, Luis G.
Universidad Carlos III de Madrid
Gerig, Austin
U.S. Securities and Exchange Commission
Farmer, J. Doyne
Santa Fe Institute
Vaglica, Gabriella
University of Palermo
Lillo, Fabrizio
University of Palermo
Mantegna, Rosario N.
Central European University
Posted:
03 Aug 09
 


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