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Lillo, Fabrizio


 SSRN Author Rank: 7,530 by Downloads
 

Scuola Normale Superiore


 Piazza dei Cavalieri, 7
 Pisa, 56126
 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
3,779
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
Scuola Normale Superiore
Posted:
15 Sep 08
1,004
(12,473)
39

2.  
Correlation, Hierarchies, and Networks in Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Behavior and Organization, Forthcoming
Number of Pages in PDF File: 38
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Lillo, Fabrizio
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
29 May 10
264
(72,585)
2

3.  
La Spada, Gabriele
Princeton University - Department of Economics
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
29 Nov 07
Last Revised:
16 Jun 08
264
(72,585)
 

4.  
Gillemot, Laszlo
Santa Fe Institute
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
18 Oct 05
259
(74,072)
5

5.  
Toth, Bence
Santa Fe Institute
Eisler, Zoltan
Capital Fund Management
Lillo, Fabrizio
Scuola Normale Superiore
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
230
(84,106)
1

6.  
Farmer, J. Doyne
Santa Fe Institute
Gerig, Austin
U.S. Securities and Exchange Commission
Lillo, Fabrizio
Scuola Normale Superiore
Waelbroeck, Henri
Portware LLC
Posted:
20 Mar 13
Last Revised:
27 Sep 13
161
(118,311)
2

7.  
Eisler, Zoltan
Capital Fund Management
Kertesz, Janos
Budapest University of Technology and Economics - Department of Theoretical Physics
Lillo, Fabrizio
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
01 Feb 07
161
(118,311)
 

8.  
Marmi, Stefano
Scuola Normale Superiore
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
13 Jun 13
147
(128,040)
 

9.  
Lillo, Fabrizio
Scuola Normale Superiore
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
138
(134,988)
 

10.  
Pantaleo, Ester
Università degli Studi di Bari “Aldo Moro”, (UNIBA)
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Lillo, Fabrizio
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
27 Apr 10
136
(136,640)
1

11.  
A Theory for Long-Memory in Supply and Demand | Show Abstract | Download This Paper | Open PDF in Browser |
Santa Fe Institute Working Paper No. 04-12-041
Number of Pages in PDF File: 12
Lillo, Fabrizio
Scuola Normale Superiore
Mike, Szabolcs
Santa Fe Institute - Economics
Farmer, J. Doyne
Santa Fe Institute
Posted:
30 Apr 05
136
(136,640)
8

12.  
Bormetti, Giacomo
Scuola Normale Superiore
Calcagnile, Lucio Maria
Scuola Normale Superiore
Treccani, Michele
List Group
Marmi, Stefano
Scuola Normale Superiore
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
31 Jan 13
Last Revised:
12 Mar 13
115
(155,719)
 

13.  
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Lillo, Fabrizio
Scuola Normale Superiore
Piilo, Jyrki
University of Turku
Mantegna, Rosario N.
Central European University
Posted:
20 Jul 11
Last Revised:
25 Jul 11
97
(175,807)
1

14.  
Curato, Gianbiagio
Scuola Normale Superiore
Gatheral, Jim
CUNY Baruch College
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
17 Dec 14
90
(184,724)
 

15.  
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
Scuola Normale Superiore
Miccichè, Salvatore
University of Palermo - Department of Physics and Chemistry
Mantegna, Rosario N.
Central European University
Posted:
18 Jul 05
90
(184,724)
 

16.  
Toth, Bence
Santa Fe Institute
Palit, Imon
Monash University
Lillo, Fabrizio
Scuola Normale Superiore
Farmer, J. Doyne
University of Oxford
Posted:
01 Jul 14
85
(191,441)
1

17.  
Tumminello, Michele
Carnegie Mellon University - Department of Social and Decision Sciences
Miccichè, Salvatore
University of Palermo - Department of Physics and Chemistry
Lillo, Fabrizio
Scuola Normale Superiore
Piilo, Jyrki
University of Turku
Mantegna, Rosario N.
Central European University
Posted:
03 Oct 10
Last Revised:
30 Oct 13
67
(220,165)
3

18.  
Lillo, Fabrizio
Scuola Normale Superiore
Pirino, Davide
Scuola Normale Superiore
Posted:
29 Mar 14
63
(227,455)
 

19.  
Carollo, Angelo
University of Palermo
Vaglica, Gabriella
University of Palermo
Lillo, Fabrizio
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
26 Feb 11
Last Revised:
11 Dec 11
60
(233,288)
1

20.  
Vaglica, Gabriella
University of Palermo
Lillo, Fabrizio
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
03 Feb 11
46
(263,561)
 

21.  
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
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Gallegati, Mauro
Università Politecnica delle Marche - Faculty of Economics
Posted:
18 Mar 11
Last Revised:
23 Nov 13
42
(273,471)
 

22.  
Bargigli, Leonardo
University of Florence - Department of Economics and Management
di Iasio, Giovanni
Bank of Italy
Infante, Luigi
Bank of Italy
Lillo, Fabrizio
Scuola Normale Superiore
Pierobon, Federico
Bank of Italy - Banking and Finance Supervision Department
Posted:
12 Nov 13
Last Revised:
16 Jan 14
36
(289,812)
1

23.  
Lillo, Fabrizio
Scuola Normale Superiore
Pirino, Davide
Scuola Normale Superiore
Posted:
10 Mar 15
35
(292,669)
 

24.  
Taranto, Damian Eduardo
Scuola Normale Superiore
Bormetti, Giacomo
Scuola Normale Superiore
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
05 Mar 14
Last Revised:
11 Apr 14
28
(315,378)
 

25.  
La Spada, Gabriele
Princeton University - Department of Economics
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
23 Jul 11
Last Revised:
17 Mar 13
25
(326,891)
1

26.  
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
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
03 Aug 09
 


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