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 1 3 4 442
A new distribution-based test of self-similarity 0 1 8 43 0 2 28 183
Financial Portfolio Selection in a Nonstationary Gaussian Framework 1 2 3 37 1 3 6 92
Global Asset Return in Pension Funds: a dynamical risk analysis 0 1 2 38 0 4 6 112
Total Working Papers 1 4 13 119 2 12 44 829


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 2 12
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 0 1 89
Fractal properties of some European electricity markets 0 1 2 16 0 1 9 37
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 11 104
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 1 5 10 10 1 6 18 18
Modelling stock price movements: multifractality or multifractionality? 0 1 6 92 1 2 14 229
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 3 36 1 2 15 108
Total Journal Articles 1 7 22 184 3 11 70 597


Statistics updated 2014-09-03