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 1 5 447
A new distribution-based test of self-similarity 0 0 1 46 0 1 4 200
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 1 38 0 2 4 97
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 40 0 1 4 119
Total Working Papers 0 0 2 125 0 5 17 863


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 3 3 15
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 1 1 4 93
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 2 6 13 13 3 7 26 26
Fractal properties of some European electricity markets 0 0 1 18 0 0 5 43
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 1 2 4 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 3 15 1 1 6 28
Modelling stock price movements: multifractality or multifractionality? 1 2 5 97 2 4 10 239
Multifractional processes in finance 0 0 0 0 0 4 16 60
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 1 37 0 4 7 119
Total Journal Articles 3 8 23 210 8 26 81 732


Statistics updated 2016-02-03