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 0 4 442
A new distribution-based test of self-similarity 1 2 6 45 2 5 21 190
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 2 37 0 0 6 93
Global Asset Return in Pension Funds: a dynamical risk analysis 2 2 4 40 2 3 9 115
Total Working Papers 3 4 12 123 4 8 40 840


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 0 7 0 0 0 12
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 0 0 89
Fractal properties of some European electricity markets 1 1 3 17 1 1 9 38
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 1 1 4 105
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 1 9 11 0 1 14 19
Modelling stock price movements: multifractality or multifractionality? 0 0 4 92 0 0 10 229
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 3 36 2 4 15 112
Total Journal Articles 1 2 19 186 4 7 52 604


Statistics updated 2015-01-03