Articles with public access mandates - Giacomo BormettiLearn more
Available somewhere: 5
Collective synchronization and high frequency systemic instabilities in financial markets
LM Calcagnile, G Bormetti, M Treccani, S Marmi, F Lillo
Quantitative Finance 18 (2), 237-247, 2018
Mandates: European Commission
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics
D Vassallo, G Bormetti, F Lillo
Quantitative Finance 22 (12), 2237-2255, 2022
Mandates: European Commission
Score-driven generalized fitness model for sparse and weighted temporal networks
D Di Gangi, G Bormetti, F Lillo
Information Sciences 612, 1226-1245, 2022
Mandates: Government of Italy
Value Matters: The Long-Run Behavior of Stock Index Returns
N Angelini, G Bormetti, S Marmi, F Nardini
Review of Economics & Finance 12 (2), 16-28, 2018
Mandates: Government of Italy
A stochastic volatility framework with analytical filtering
G Bormetti, R Casarin, F Corsi, G Livieri
Proceedings of the Conference of the Italian Statistical Society. Statistics …, 2017
Mandates: Government of Italy
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