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 1 469
A new distribution-based test of self-similarity 0 0 1 54 0 1 2 253
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 1 44 0 1 2 143
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 0 0 0 0 0 0 1 34
Total Working Papers 0 0 2 141 0 3 6 1,012

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 10 0 0 1 24
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons 0 0 0 6 0 0 1 11
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 0 4 41 0 0 11 102
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 0 0 0 5 1 1 3 16
Fractal analysis of market (in)efficiency during the COVID-19 0 0 0 10 0 2 2 27
Fractal properties of some European electricity markets 0 0 0 20 0 0 0 58
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 0 0 0 24 4 5 8 102
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 1 5 0 0 1 10
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 1 36 0 0 2 69
Modelling stock price movements: multifractality or multifractionality? 0 0 0 102 0 1 1 264
Multifractional processes in finance 0 0 0 0 0 1 7 96
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model 0 0 1 1 0 0 1 1
On the asymptotic equilibrium of a population system with migration 0 0 1 6 0 0 1 21
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 0 6 0 0 0 18
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 0 1 1 8 1 3 7 27
Total Journal Articles 0 1 10 280 6 13 46 846

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 1 1 2 11
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes 0 0 0 0 2 2 2 4
Stochastic Dominance in the Outer Distributions of the $$\alpha $$ α -Efficiency Domain 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 3 3 3 4 17

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Statistics updated 2025-03-03