Access Statistics for Sergio Bianchi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Distribution-Based Method For Evaluating Multiscaling In Finance 0 0 0 1 0 2 4 441
A new distribution-based test of self-similarity 0 1 9 43 1 5 32 183
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 1 2 36 1 2 5 91
Global Asset Return in Pension Funds: a dynamical risk analysis 1 1 2 38 2 4 7 112
Total Working Papers 1 3 13 118 4 13 48 827


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cautionary note on the detection of multifractal scaling in finance and economics 0 0 1 7 0 0 2 12
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 0 3 89
Fractal properties of some European electricity markets 0 2 2 16 0 2 9 37
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 13 104
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 3 5 9 9 4 6 17 17
Modelling stock price movements: multifractality or multifractionality? 1 1 6 92 1 3 13 228
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 2 3 36 0 4 15 107
Total Journal Articles 4 10 21 183 5 15 72 594


Statistics updated 2014-08-03