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 4 474
A new distribution-based test of self-similarity 1 1 1 55 2 8 16 271
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 42 1 3 4 117
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 44 0 5 14 158
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 0 0 0 0 0 1 4 40
Total Working Papers 1 1 1 142 3 17 42 1,060

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 2 8 32
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons 0 0 0 6 0 2 5 16
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 0 3 44 1 3 15 117
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 0 0 0 5 1 2 6 22
Fractal analysis of market (in)efficiency during the COVID-19 0 0 0 10 0 6 16 43
Fractal properties of some European electricity markets 0 0 0 20 0 1 3 61
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 0 0 1 25 0 4 19 121
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 5 1 3 8 18
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 2 38 6 8 15 84
Modelling stock price movements: multifractality or multifractionality? 0 0 0 102 0 6 11 275
Multifractional processes in finance 0 0 0 0 0 3 13 111
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model 0 0 1 2 0 6 39 40
On the asymptotic equilibrium of a population system with migration 0 0 0 6 1 6 15 36
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 2 8 0 3 12 30
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 0 0 2 10 0 3 14 44
Total Journal Articles 0 0 11 291 10 58 199 1,050

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 4 15 28
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes 0 0 0 0 0 2 6 10
Stochastic Dominance in the Outer Distributions of the $$\alpha $$ α -Efficiency Domain 0 0 0 0 0 1 1 4
Total Chapters 0 0 0 3 1 7 22 42

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Statistics updated 2026-06-04