Statistics
Publications
30
Citations
1.1K
H-Index
18
Active since
1988
Stefano Marmi is an author at Scuola Normale Superiore specializing in natural sciences, mathematics, and physics.
Publications per year
1988–2022
30
30
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani et al. · Quantitative Finance · 2015 · 73 citations
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