Fabrizio Lillo
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Economics and Econometrics top 0.1%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
-
- Complex Systems and Time Series Analysis 102
- Market Dynamics and Volatility 23
- Finance 86
- Financial Risk and Volatility Modeling 47
- Financial Markets and Investment Strategies 46
- Co-authors
- Rosario N. Mantegna (54 shared papers)J. Doyne Farmer (21 shared papers)G. Bonanno (8 shared papers)Michele Tumminello (13 shared papers)Guido Caldarelli (3 shared papers)Salvatore Miccichè (19 shared papers)Massimiliano Zanin (2 shared papers)Szabolcs Mike (4 shared papers)
- Journals
- Quantitative Finance (18 papers)The European Physical Journal B (6 papers)Physica A Statistical Mechanics and its Applications (5 papers)Journal of Air Transport Management (4 papers)Physical review. E (4 papers)
- Partner nations
- ItalyUnited StatesUnited Kingdom
In The Last Decade
Fabrizio Lillo
157 papers receiving 4.6k citations
Peers
Comparison fields: 5 of 143
- Finance 2.3k
- Economics and Econometrics 3.4k
- Statistical and Nonlinear Physics 1.3k
- Management Science and Operations Research 632
- General Economics, Econometrics and Finance 357
Countries citing papers authored by Fabrizio Lillo
This map shows the geographic impact of Fabrizio Lillo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fabrizio Lillo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabrizio Lillo more than expected).
Fields of papers citing papers by Fabrizio Lillo
This network shows the impact of papers produced by Fabrizio Lillo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fabrizio Lillo. The network helps show where Fabrizio Lillo may publish in the future.
Co-authors
The 25 scholars most cited alongside Fabrizio Lillo, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 169 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2003 | 323 | |
| 2 | 2003 | 265 | |
| 3 | 2004 | 262 | |
| 4 | 2010 | 254 | |
| 5 | 2004 | 220 | |
| 6 | 2013 | 197 | |
| 7 | 2007 | 186 | |
| 8 | 2001 | 182 | |
| 9 | 2004 | 178 | |
| 10 | 2011 | 149 | |
| 11 | 2009 | 115 | |
| 12 | 2007 | 102 | |
| 13 | 2003 | 101 | |
| 14 | 2004 | 91 | |
| 15 | 2014 | 73 | |
| 16 | 2019 | 69 | |
| 17 | 2002 | 68 | |
| 18 | 2005 | 67 | |
| 19 | 2000 | 67 | |
| 20 | 2001 | 62 |
About Fabrizio Lillo
Fabrizio Lillo is a scholar working on Economics and Econometrics, Finance, Statistical and Nonlinear Physics, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 169 papers that have together received 4.8k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (102 papers), Financial Risk and Volatility Modeling (47 papers), Financial Markets and Investment Strategies (46 papers), Complex Network Analysis Techniques (29 papers), Market Dynamics and Volatility (23 papers), Opinion Dynamics and Social Influence (20 papers), Stock Market Forecasting Methods (15 papers) and Theoretical and Computational Physics (12 papers). The work is most often cited by research in Finance (2.3k citations), Economics and Econometrics (3.4k citations), Statistical and Nonlinear Physics (1.3k citations), Management Science and Operations Research (632 citations) and General Economics, Econometrics and Finance (357 citations). Fabrizio Lillo has collaborated with scholars based in Italy, United States and United Kingdom. Frequent co-authors include Rosario N. Mantegna, J. Doyne Farmer, G. Bonanno, Michele Tumminello, Guido Caldarelli, Salvatore Miccichè, Massimiliano Zanin, Szabolcs Mike, Fulvio Corsi and László Gillemot. Their work appears in journals such as Quantitative Finance, The European Physical Journal B, Physica A Statistical Mechanics and its Applications, Journal of Air Transport Management and Physical review. E.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.