Carlo Campajola
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Network-based indicators of Bitcoin bubbles
A Bovet, C Campajola, JF Lazo, F Mottes, I Pozzana, V Restocchi, ...
arXiv preprint arXiv:1805.04460, 2018
Unveiling the relation between herding and liquidity with trader lead-lag networks
C Campajola, F Lillo, D Tantari
Quantitative Finance 20 (11), 1765-1778, 2020
Tail Granger Causalities and Where to Find Them: Extreme Risk Spillovers vs Spurious Linkages
P Mazzarisi, S Zaoli, C Campajola, F Lillo
Journal of Economic Dynamics and Control 121 (104022), 2020
The evolving liaisons between the transaction networks of Bitcoin and its price dynamics
A Bovet, C Campajola, F Mottes, V Restocchi, N Vallarano, T Squartini, ...
arXiv preprint arXiv:1907.03577, 2019
Inference of the Kinetic Ising Model with Heterogeneous Missing Data
C Campajola, F Lillo, D Tantari
Physical Review E 99 (6), 062138, 2019
On the equivalence between the Kinetic Ising Model and discrete autoregressive processes
C Campajola, F Lillo, P Mazzarisi, D Tantari
Journal of Statistical Mechanics: Theory and Experiment 2021 (3), 033412, 2021
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
C Campajola, D Di Gangi, F Lillo, D Tantari
arXiv preprint arXiv:2007.15545, 2020
Modelling financial lead-lag interactions with Kinetic Ising Models
C Campajola
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