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 3 4 474
A new distribution-based test of self-similarity 0 0 0 54 0 4 10 263
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 42 0 1 1 114
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 44 2 8 11 155
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 0 0 0 0 0 2 5 39
Total Working Papers 0 0 0 141 2 18 31 1,045

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 10 1 5 7 31
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons 0 0 0 6 1 2 4 15
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 1 3 44 0 5 12 114
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 0 0 0 5 0 1 4 20
Fractal analysis of market (in)efficiency during the COVID-19 0 0 0 10 4 10 14 41
Fractal properties of some European electricity markets 0 0 0 20 1 3 3 61
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 0 0 1 25 2 11 17 119
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 5 0 3 5 15
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 1 2 38 0 6 7 76
Modelling stock price movements: multifractality or multifractionality? 0 0 0 102 0 1 5 269
Multifractional processes in finance 0 0 0 0 0 4 11 108
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model 0 0 1 2 1 7 34 35
On the asymptotic equilibrium of a population system with migration 0 0 0 6 1 3 10 31
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 1 2 8 2 5 11 29
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 0 1 2 10 1 8 15 42
Total Journal Articles 0 4 11 291 14 74 159 1,006

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Price Modeling: From Fractional to Multifractional Processes 0 0 0 3 0 6 12 24
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes 0 0 0 0 1 3 5 9
Stochastic Dominance in the Outer Distributions of the $$\alpha $$ α -Efficiency Domain 0 0 0 0 0 0 1 3
Total Chapters 0 0 0 3 1 9 18 36

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Statistics updated 2026-04-09