Items where Author is "Flandoli, Franco"

Flandoli, Franco, Ghio, Maddalena and Livieri, Giulia ORCID: 0000-0002-3777-7329 (2022) N-player games and mean field games of moderate interactions. Applied Mathematics and Optimization, 85 (3). ISSN 0095-4616

Buccheri, Giuseppe, Corsi, Fulvio, Flandoli, Franco and Livieri, Giulia ORCID: 0000-0002-3777-7329 (2021) The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221 (2). pp. 655-675. ISSN 0304-4076