Lisi F., Grossi L., Quaglia F. (2023), Component estimation for electricity prices: procedures and comparisons, Energy Economics, 121, 106625.
Lisi F., Zanella G. (2017), Tennis betting: can statistics beat bookmakers?, Electronic Journal of Applied Statistical Analysis, forthcoming.
Menardi G., Lisi F. (2015), Double clustering for rating mutual funds, Electronic Journal of Applied Statistical Analysis, 8, 44-56.
Nan F., Bordignon S., Bunn D., Lisi F., (2014), The forecasting accuracy of electricity price formation models, International Journal of Energy and Statistics, 2, 1-26.
Lisi F., Nan F. (2014), Component estimation for electricity prices: procedures and comparisons, Energy Economics, 44, 143-159.
Caporin M., Jannin G.M., Lisi F., Maillet B.B. (2014), A survey on the four families of performance measures, The Journal of Economic Surveys, 28(5), 917-942.
Caporin M., Lisi F. (2013), A conditional single index model with local covariates for detecting and evaluating active portfolio management, North American Journal of Economics and Finance, 26, 236-249.
Bordignon S., Bunn D., Lisi F., Nan F. (2013), Combining day-ahead forecasts for British electricity prices, Energy Economics, 35, 88-103.
Lisi F. , Caporin M. (2012), On the role of risk in the Morningstar rating for mutual funds,Quantitative Finance, 12, 1477-1486.
Menardi G., Lisi F. (2012), Are performance measures equally stable?, Annals of Finance, 8 (4), 553-570
Menardi G., Lisi F. (2012), On the stability of performance measures over time: an empirical study, Journal of Performance Measurement, winter 2011/2012, 36-45.
Caporin M. , Lisi F. (2011), Comparing and selecting performance measures using rank correlations, Economics, 5, Article N.2011-10.
Grigoletto M. , Lisi F. (2011), Practical implications of higher moments in risk management, Statistical Methods and Applications, 20(4), 487-506.
Lisi F. (2011), Dicing with the market: randomized procedures for mutual funds evaluation, Quantitative Finance, 11, 163-172.
Lisi F. (2010), Il peso del rischio nel rating di Morningstar per i fondi comuni, Bancaria, 7/8, 24-33.
Caporin M. , Lisi F. (2010), Misspecification tests for periodic long memory GARCH models, Statistical Methods and Applications, 19, 47-62.
Lisi F., Otranto E. (2009), Clustering mutual funds by return and risk levels, in Corazza M., Pizzi C. (Eds), Mathematical and statistical methods for actuarial sciences and finance, 183-191,Springer.
Grigoletto M., Lisi F. (2009), Looking for skewness in financial time series, The Econometrics Journal, 12, 310-323.
Bordignon S., Caporin M. , Lisi F. (2009), Periodic Long Memory GARCH models, Econometric Reviews, 28, 60-82.
Lisi F. (2007), Testing asymmetry in financial time series, Quantitative Finance, 7, 687-696.
Bordignon S., Caporin M., Lisi F. (2007), Generalised Long Memory GARCH models for intra-daily volatility, Computational Statistics & Data Analysis, 51, 5900-5912.
Lisi F., Corazza M. (2007), Clustering financial data for mutual fund management, in Perna C, Sibillo M. (Eds), Mathematical and statistical methods for insurance and finance, 157-164, Springer.
Lisi F., Mortandello F. (2004), Numeri indici di borsa: flottante e volatilità, Statistica Applicata, 1, 17-37.
Bisaglia L., Bordignon S., Lisi F. (2003), k-factors GARMA models for intraday volatility forecasting, Applied Economics Letters, 10, 251-254.
Bordignon S., Gaetan C., Lisi F. (2002), Nonlinear models for ground-level ozone forecasting, Statistical Methods and Applications, 11, 227-245.
Bordignon S., Lisi F. (2001), Interval prediction for chaotic time series, Metron, 59, n.3-4.
Bordignon S., Lisi F. (2001), Predictive accuracy for chaotic economic systems, Economics Letters, 70, 51-58.
Lisi F., Villi V. (2001), Chaotic forecasting of the discharge of a river: a case study, Journal of the American Water Resources Association, 87, 271.
Guegan D., Lisi F. (2000), Predictive dimension: an alternative definition to embedding dimension, in Proceedings in Computational Statistics 2000, ed. J.G. Betlehem and P.M. van Der Heijden, Physica-Verlag, 319-324.
Bordignon S., Lisi F. (2000), Nonlinear analysis and prediction of river flow time series, Environmetrics, 11, 463-477.
Lisi F., Spagna F. (1999), Trading con modelli matematici: è possibile?, Bancaria, 3, 77-84
Bordignon S., Lisi F. (1999), Chaotic dynamics in the discharge of a river, International Journal of Chaos Theory and Applications, 4, 45-52.
Lisi F., Schiavo R. (1999), A comparison between neural networks and chaotic models for exchange rate prediction, Computational Statistics & Data Analysis, 30, 87-102.
Lisi F. (1998), One-step prediction of chaotic time series by multivariate reconstruction, in: F.M. Guindani e G. Salvadori (a cura di), Chaos, Fractals, Models, Italian University Press.
Bonollo M., Lisi F. (1997), La gestione della liquidita’ mediante utilizzo della riserva obbligatoria, Bancaria, 5, 18-26.
Lisi F., Villi V. (1997), Statistical considerations on the randomness of annual maximum daily rainfall, Journal of the American Water Resources Association, 33(2), 431-441.
Bonollo M., Lisi F. (1997), The interbanking liquidity market: Short-time prediction and the central bank reserve management, Decision in Economics and Finance, 20(1), 67-82.
Lisi F., Medio A. (1997), Is a random walk the best exchange rates predictor? , International Journal of Forecasting, 13, 255-267.
Lisi F. (1996), Statistical Dimension Estimation in Singular Spectrum Analysis, Statistical Methods and Applications, 5(2), 203-209.
Lisi F., Nicolis O., Sandri M. (1995), Combining Singular-Spectrum Analysis and Neural Networks for Time Series Forecasting, Neural Processing Letters , 2(4), 6-10.