Francesco Capponi

Trade Duration, Volatility and Market Impact

R. Cont, Francesco Capponi, 2019, SSRN Electronic Journal.

The EUSTACE Project: Delivering Global, Daily Information on Surface Air Temperature

Elizabeth C. Kent, F. Lindgren, J. Kennedy, 2015, Bulletin of the American Meteorological Society.

Renormalized energy momentum tensor from the Gradient Flow

Francesco Capponi, 2017 .

Renormalization constants of the lattice energy momentum tensor using the gradient flow

L. Debbio, A. Patella, A. Rago, 2015, 1512.04374.

Multi-Asset Market Impact and Order Flow Commonality

R. Cont, Francesco Capponi, 2020 .

The EUSTACE Project: Delivering Global, Daily Information on Surface Air Temperature

Elizabeth C. Kent, F. Lindgren, J. Kennedy, 2015, Bulletin of the American Meteorological Society.