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LIVIERI, G.
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1

Adding cycles into the neoclassical growth model:

Donadelli, M. ; Paradiso, A. ; Livieri, G.
Economic Modelling.  78 (2019)  - p. 162-171 , 2019
Link: https://doi.org/10.1016/..
 
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2

On the role of domestic and international financial cyclica..:

Billio, M. ; Donadelli, M. ; Livieri, G..
Applied Economics.  52 (2019)  11 - p. 1272-1297 , 2019
Link: https://doi.org/10.1080/..
 
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3

A backward Monte Carlo approach to exotic option pricing:

BORMETTI, G. ; CALLEGARO, G. ; LIVIERI, G..
European Journal of Applied Mathematics.  29 (2017)  1 - p. 146-187 , 2017
Link: https://doi.org/10.1017/..
 
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4

Analysis of Bank Leverage via Dynamical Systems and Deep Ne..:

Lillo, F ; Livieri, G ; Marmi, S..
info:eu-repo/semantics/altIdentifier/wos/WOS:001008204200007.  , 2023
Link: https://hdl.handle.net/1..
 
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5

Unimodal maps perturbed by heteroscedastic noise: an applic..:

Lillo, F ; Livieri, G ; Marmi, S..
http://arxiv.org/abs/2305.13475.  , 2023
Link: http://arxiv.org/abs/230..
 
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6

Liquidity fluctuations and the latent dynamics of price imp..:

Mertens L. P ; Ciacci A ; Lillo F.
info:eu-repo/semantics/altIdentifier/wos/WOS:000674814200001.  , 2022
Link: https://hdl.handle.net/1..
 
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7

MEAN-FIELD GAMES OF FINITE-FUEL CAPACITY EXPANSION WITH SIN..:

Campi L ; de Angelis T ; Ghio M.
volume:32.  , 2022
Link: https://hdl.handle.net/2..
 
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8

Kelly betting with quantum payoff: A continuous variable ap..:

Tirone S ; Ghio M ; Livieri G..
info:eu-repo/semantics/altIdentifier/wos/WOS:000702149400001.  , 2021
Link: http://hdl.handle.net/11..
 
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9

The continuous-time limit of score-driven volatility models:

Buccheri, G ; Corsi, F ; Flandoli, F.
https://openaccess.city.ac.uk/id/eprint/25009/1/MS2019249_Buccherietal.pdf.  , 2021
Link: https://openaccess.city...
 
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10

A Stochastic Volatility Model With Realized Measures for Op..:

Bormetti G ; Casarin R ; Corsi F.
info:eu-repo/semantics/altIdentifier/wos/WOS:000472364400001.  , 2020
Link: http://hdl.handle.net/11..
 
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11

Statistical inferences for price staleness:

Kolokolov A ; Livieri G ; Pirino D
info:eu-repo/semantics/altIdentifier/wos/WOS:000541723600002.  , 2020
Link: http://hdl.handle.net/11..
 
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12

On the role of domestic and international financial cyclica..:

Billio M ; Donadelli M ; Livieri G.
info:eu-repo/semantics/altIdentifier/wos/WOS:000487335400001.  , 2020
Link: http://hdl.handle.net/10..
 
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13

On the role of domestic and international financial cyclica..:

Billio, M ; Donadelli, M ; Livieri, G.
info:eu-repo/semantics/altIdentifier/wos/WOS:000487335400001.  , 2019
Link: http://hdl.handle.net/11..
 
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14

Adding cycles into the neoclassical growth model:

Donadelli, M ; Paradiso, A ; Livieri, G
info:eu-repo/semantics/altIdentifier/wos/WOS:000466824100013.  , 2019
Link: http://hdl.handle.net/11..
 
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15

A backward Monte Carlo approach to exotic option pricing:

BORMETTI, G ; CALLEGARO, G ; LIVIERI, G.
info:eu-repo/semantics/altIdentifier/wos/WOS:000419381300006.  , 2017
Link: http://hdl.handle.net/11..
 
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