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 0 1 1 55 0 8 15 271
Financial Portfolio Selection in a Nonstationary Gaussian Framework 0 0 0 42 0 3 4 117
Global Asset Return in Pension Funds: a dynamical risk analysis 0 0 0 44 0 3 14 158
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 0 0 0 0 5 6 9 45
Total Working Papers 0 1 1 142 5 20 46 1,065

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 1 7 32
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons 0 0 0 6 0 1 5 16
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 0 0 3 44 1 4 16 118
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 0 0 0 5 0 2 6 22
Fractal analysis of market (in)efficiency during the COVID-19 0 0 0 10 0 2 16 43
Fractal properties of some European electricity markets 0 0 0 20 0 0 3 61
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 0 0 1 25 0 2 18 121
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 0 0 0 5 0 3 8 18
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 0 0 2 38 1 9 16 85
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 12 111
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model 0 0 1 2 0 5 39 40
On the asymptotic equilibrium of a population system with migration 0 0 0 6 0 5 15 36
PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE 0 0 1 8 0 1 11 30
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 0 0 2 10 1 3 15 45
Total Journal Articles 0 0 10 291 3 47 198 1,053

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 4 14 28
Scaling Laws in Stock Markets. An Analysis of Prices and Volumes 0 0 0 0 0 1 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 0 6 21 42

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10