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 2 2 6 444
A new distribution-based test of self-similarity 0 1 6 46 0 8 26 198
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 2 37 0 0 5 93
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 3 40 0 2 9 117
Total Working Papers 0 1 11 124 2 12 46 852


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 0 0 3 17 1 2 9 40
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 1 105
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 1 4 13 15 1 7 20 26
Modelling stock price movements: multifractality or multifractionality? 1 1 2 93 1 1 6 230
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 2 36 1 1 13 113
Total Journal Articles 2 5 20 191 4 11 49 615


Statistics updated 2015-04-05