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Lucio Maria Calcagnile

  1. Modelling systemic price cojumps with Hawkes factor models
    2013/01/25 by Giacomo Bormetti, Bormetti, Giacomo, Lucio Maria Calcagnile +9 · 1 citation
    Economics, Econometrics and Finance · Environmental Science · Mathematics · #Ecosystem dynamics and resilience #FOS: Economics and business #Financial Risk and Volatility Modeling #Point processes and geometric inequalities #Statistical Finance (q-fin.ST)