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 5 446
A new distribution-based test of self-similarity 0 0 3 46 0 0 15 198
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 1 37 0 0 2 93
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 2 40 0 1 6 118
Total Working Papers 0 0 6 124 0 2 28 855


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 2 2 91
Fractal properties of some European electricity markets 0 0 2 18 0 1 5 42
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 1 2 3 107
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 6 15 0 1 10 27
Modelling stock price movements: multifractality or multifractionality? 0 0 1 93 0 0 2 230
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 1 1 37 0 2 8 115
Total Journal Articles 0 1 10 193 1 8 30 624


Statistics updated 2015-08-02