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 8 458
A new distribution-based test of self-similarity 1 1 2 48 3 5 9 215
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 38 0 0 4 102
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 1 41 0 0 3 123
Total Working Papers 1 1 3 128 3 6 24 898


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 2 17
Demographic dynamics for the pay-as-you-go pension system 0 0 0 1 0 1 6 101
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 1 2 7 21 3 4 27 57
Fractal properties of some European electricity markets 0 0 0 18 1 1 3 47
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 22 0 0 0 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 3 18 0 0 5 33
Modelling stock price movements: multifractality or multifractionality? 0 0 0 97 0 0 1 240
Multifractional processes in finance 0 0 0 0 1 1 6 66
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 0 37 0 0 0 119
Total Journal Articles 1 2 10 221 5 7 50 789


Statistics updated 2017-04-03