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 4 442
A new distribution-based test of self-similarity 1 2 6 46 2 10 27 198
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 2 3 40 2 4 9 117
Total Working Papers 1 4 11 124 4 14 45 850


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 1 3 17 1 2 9 39
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 1 2 105
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 2 3 12 14 3 6 20 25
Modelling stock price movements: multifractality or multifractionality? 0 0 3 92 0 0 8 229
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 2 36 0 2 13 112
Total Journal Articles 2 4 20 189 4 11 52 611


Statistics updated 2015-03-02