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 2 470
A new distribution-based test of self-similarity 0 0 0 54 1 1 5 257
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 42 0 0 0 113
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 44 1 3 5 147
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 0 0 0 0 0 1 3 37
Total Working Papers 0 0 0 141 2 5 15 1,024


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 0 0 1 25
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons 0 0 0 6 0 1 1 12
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 2 2 43 1 4 4 106
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 0 0 0 5 1 2 3 18
Fractal analysis of market (in)efficiency during the COVID-19 0 0 0 10 2 2 5 30
Fractal properties of some European electricity markets 0 0 0 20 0 0 0 58
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 1 1 1 25 2 3 10 107
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 5 0 0 0 10
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 1 37 0 0 1 70
Modelling stock price movements: multifractality or multifractionality? 0 0 0 102 1 3 4 267
Multifractional processes in finance 0 0 0 0 1 1 7 102
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model 0 0 0 1 4 7 9 10
On the asymptotic equilibrium of a population system with migration 0 0 0 6 1 1 1 22
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 1 7 3 5 6 24
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 0 0 1 8 0 2 8 32
Total Journal Articles 1 3 6 285 16 31 60 893


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 1 7 17
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes 0 0 0 0 0 1 3 5
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 0 2 11 25


Statistics updated 2025-12-06