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 1 2 8 454
A new distribution-based test of self-similarity 0 0 1 47 1 3 11 210
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 1 38 1 3 9 102
Global Asset Return in Pension Funds: a dynamical risk analysis 0 1 1 41 0 1 4 122
Total Working Papers 0 1 3 127 3 9 32 888


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 4 16
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 1 3 7 99
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 1 2 16 17 5 8 37 41
Fractal properties of some European electricity markets 0 0 0 18 0 2 4 46
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 2 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 2 3 3 18 2 4 6 33
Modelling stock price movements: multifractality or multifractionality? 0 0 4 97 0 0 9 239
Multifractional processes in finance 0 0 0 0 1 2 12 63
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 0 37 0 0 4 119
Total Journal Articles 3 5 23 217 9 19 85 765


Statistics updated 2016-09-03