Modeling tick-by-tick realized correlations. - Francesco Audrino; Fulvio Corsi (Comput. Stat. Data Anal., 2010)

When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. - Fulvio Corsi; Stefano Marmi; Fabrizio Lillo (Oper. Res., 2016)