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 1 4 442
A new distribution-based test of self-similarity 1 1 7 44 2 4 22 187
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 1 3 37 0 2 7 93
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 2 38 0 0 6 112
Total Working Papers 1 2 12 120 2 7 39 834


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 1 12
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 0 1 89
Fractal properties of some European electricity markets 0 0 2 16 0 0 9 37
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 5 104
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 1 10 10 0 1 18 18
Modelling stock price movements: multifractality or multifractionality? 0 0 4 92 0 1 11 229
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 3 36 2 3 14 110
Total Journal Articles 0 1 19 184 2 5 59 599


Statistics updated 2014-11-03