Access Statistics for Filippo Petroni

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A semi-Markov model for price returns	0	0	0	13	0	0	0	36
A semi-Markov model with memory for price changes	0	0	0	11	0	0	1	45
Effectiveness of Measures of Performance During Speculative Bubbles	0	0	0	8	0	0	0	33
Inverse Statistics in the Foreign Exchange Market	0	0	0	19	0	1	1	65
Multivariate high-frequency financial data via semi-Markov processes	0	0	0	30	0	0	0	44
Observability of Market Daily Volatility	0	0	0	0	0	0	0	14
Semi-Markov Models in High Frequency Finance: A Review	0	0	0	25	0	0	1	44
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach	0	0	0	8	0	0	0	14
Weighted-indexed semi-Markov models for modeling financial returns	0	0	0	29	1	1	3	99
Total Working Papers	0	0	0	143	1	2	6	394

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Markov model of financial returns	0	0	0	0	0	0	0	6
A semi-Markov model for price returns	0	0	1	7	0	0	4	28
A test for the too-big-to-fail hypothesis for European banks during the financial crisis	0	0	0	15	1	1	1	61
Effectiveness of measures of performance during speculative bubbles	0	0	0	2	0	1	1	21
First and second order semi-Markov chains for wind speed modeling	0	0	1	10	1	1	3	68
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures	0	0	0	3	1	1	1	36
High frequency intrinsic modes in El Niño/Southern Oscillation Index	0	0	0	3	0	0	1	28
Inverse statistics in the foreign exchange market	0	0	0	2	0	0	1	20
Investment strategies and hidden variables	0	0	0	0	0	0	0	6
Measures of lexical distance between languages	0	0	4	33	0	1	5	165
Real prices from spot foreign exchange market	0	0	0	1	0	0	1	15
Spot foreign exchange market and time series	0	0	0	0	0	0	0	12
Statistical dynamics of religion evolutions	0	0	0	7	0	0	0	53
Tsallis non-extensive statistical mechanics of El Niño southern oscillation index	0	0	0	2	1	1	1	36
Wind speed and energy forecasting at different time scales: A nonparametric approach	0	0	0	0	0	0	0	25
Wind speed modeled as an indexed semi‐Markov process	0	0	0	4	0	0	1	21
Total Journal Articles	0	0	6	89	4	6	20	601

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Statistics updated 2025-03-03