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 6 452
A new distribution-based test of self-similarity 0 1 1 47 2 3 11 209
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 1 38 0 1 6 99
Global Asset Return in Pension Funds: a dynamical risk analysis 1 1 1 41 1 2 4 122
Total Working Papers 1 2 3 127 3 8 27 882


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 1 4 16
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 1 5 96
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 1 2 16 16 3 6 34 36
Fractal properties of some European electricity markets 0 0 0 18 1 1 3 45
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 3 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 0 15 0 1 2 29
Modelling stock price movements: multifractality or multifractionality? 0 0 4 97 0 0 9 239
Multifractional processes in finance 0 0 0 0 0 1 12 61
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 1 2 20 213 4 11 76 750


Statistics updated 2016-07-02