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 3 4 5 474
A new distribution-based test of self-similarity 0 0 0 54 2 5 8 261
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 42 1 1 1 114
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 44 3 4 7 150
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 0 0 0 0 2 2 5 39
Total Working Papers 0 0 0 141 11 16 26 1,038

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 3 4 5 29
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons 0 0 0 6 0 1 2 13
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 0 2 43 4 8 11 113
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 0 0 0 5 1 3 5 20
Fractal analysis of market (in)efficiency during the COVID-19 0 0 0 10 3 6 7 34
Fractal properties of some European electricity markets 0 0 0 20 2 2 2 60
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 0 1 1 25 7 10 17 115
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 5 3 5 5 15
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 1 1 2 38 5 5 6 75
Modelling stock price movements: multifractality or multifractionality? 0 0 0 102 0 2 4 268
Multifractional processes in finance 0 0 0 0 3 6 11 107
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model 0 1 1 2 3 25 30 31
On the asymptotic equilibrium of a population system with migration 0 0 0 6 1 8 8 29
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 1 1 2 8 3 6 9 27
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 1 2 2 10 3 5 11 37
Total Journal Articles 3 6 10 290 41 96 133 973

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 4 5 12 22
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes 0 0 0 0 1 2 5 7
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 5 7 18 32

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Statistics updated 2026-02-12