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 0 4 438
A new distribution-based test of self-similarity 0 1 9 40 1 3 33 172
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 1 35 0 1 3 88
Global Asset Return in Pension Funds: a dynamical risk analysis 0 1 2 37 0 2 6 108
Total Working Papers 0 2 12 113 1 6 46 806


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 1 7 0 0 4 12
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 0 3 89
Fractal properties of some European electricity markets 0 0 0 14 1 2 4 31
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 1 22 1 3 20 104
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 2 2 1 1 6 6
Modelling stock price movements: multifractality or multifractionality? 2 3 7 91 3 5 14 224
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 1 3 34 1 3 12 100
Total Journal Articles 2 4 14 171 7 14 63 566


Statistics updated 2014-04-04