Reviews

  • 8. F. Lillo, Introduction to market microstructure and heterogeneity of investors, in J. Kertesz and R.N. Mantegna (eds), Proceedings of the Varenna School, Course 203 “Computational Social Science and Complex Systems” (2018).
  • 7. S. Battiston, J.B. Glattfelder, D. Garlaschelli, F. Lillo, and G. Caldarelli, The Structure of Financial Networks. In E. Estrada, M. Fox, D.J. Higham, and G.L. Oppo (eds), Network Science – Complexity in Nature and Technology. Springer (2010).
  • 6. F. Lillo, Networks in Finance, in Encyclopedia of Life Support Systems, UNESCO, (2010).
  • 5. J.P. Bouchaud, J. D. Farmer, and F. Lillo, How markets slowly digest changes in supply and demand, in T. Hens and K.R. Schenk-Hoppè (editors), Handbook of Financial Markets: Dynamics and Evolution, Handbook of Finance, 57-160 (2009).
  • 4. F. Lillo, Entry Statistics of order flow for the Encyclopedia of Quantitative Finance, R. Cont (Editor), John Wiley & Sons, (2010).
  • 3. F. Lillo, S. Miccichè, Entry High frequency data entry: statistical findings at high frequency for the Encyclopedia of Quantitative Finance, R. Cont (Editor), John Wiley & Sons, (2010).
  • 2. F.Lillo, S. Miccichè and R.N. Mantegna, Econofisica: il contributo dei fisici allo studio dei sistemi economici, Il Nuovo Saggiatore 21, 68-81 (2005), (in Italian) .
  • 1. Giovanni Bonanno, Fabrizio Lillo and Rosario N. Mantegna, Econophysical modeling of financial markets, Métode 35 63-66 (2002), (in Catalan).
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