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 0 1 5 44 1 5 21 188
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 2 37 0 1 6 93
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 2 38 1 1 7 113
Total Working Papers 0 1 9 120 2 7 38 836


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 1 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 0 2 16 0 0 8 37
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 4 104
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 1 1 9 11 1 1 15 19
Modelling stock price movements: multifractality or multifractionality? 0 0 4 92 0 0 10 229
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 3 36 0 2 13 110
Total Journal Articles 1 1 18 185 1 3 51 600


Statistics updated 2014-12-03