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 9 458
A new distribution-based test of self-similarity 0 0 1 47 1 2 7 212
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 38 0 0 4 102
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 1 41 0 0 4 123
Total Working Papers 0 0 2 127 2 4 24 895


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 2 17
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 1 7 101
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 2 6 20 0 3 24 54
Fractal properties of some European electricity markets 0 0 0 18 0 0 2 46
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 0 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 3 18 0 0 5 33
Modelling stock price movements: multifractality or multifractionality? 0 0 0 97 0 0 1 240
Multifractional processes in finance 0 0 0 0 0 0 5 65
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 0 37 0 0 0 119
Total Journal Articles 0 2 9 220 0 4 46 784


Statistics updated 2017-03-07