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 2 3 4 441
A new distribution-based test of self-similarity 1 3 9 43 1 10 36 182
Financial Portfolio Selection in a Nonstationary Gaussian Framework 1 1 2 36 1 2 5 90
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 1 37 2 2 5 110
Total Working Papers 2 4 12 117 6 17 50 823


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 3 89
Fractal properties of some European electricity markets 1 2 2 16 1 6 9 37
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 15 104
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 1 4 6 6 1 7 13 13
Modelling stock price movements: multifractality or multifractionality? 0 0 5 91 0 3 12 227
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 2 4 36 1 7 16 107
Total Journal Articles 2 8 18 179 3 23 70 589


Statistics updated 2014-07-03