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 4 6 451
A new distribution-based test of self-similarity 1 1 1 47 1 7 9 207
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 1 38 1 2 6 99
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 40 1 2 4 121
Total Working Papers 1 1 2 126 4 15 25 878


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 1 1 4 16
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 1 3 7 96
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 1 14 14 2 6 32 32
Fractal properties of some European electricity markets 0 0 0 18 0 1 3 44
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 4 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 0 15 0 0 2 28
Modelling stock price movements: multifractality or multifractionality? 0 0 4 97 0 0 9 239
Multifractional processes in finance 0 0 0 0 1 1 13 61
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 1 37 0 0 6 119
Total Journal Articles 0 1 19 211 5 12 80 744


Statistics updated 2016-05-03