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	1	14	3	3	5	41
A semi-Markov model with memory for price changes	0	0	0	11	1	6	7	52
Effectiveness of Measures of Performance During Speculative Bubbles	0	0	0	8	3	3	4	37
Inverse Statistics in the Foreign Exchange Market	0	0	0	19	1	1	2	67
Multivariate high-frequency financial data via semi-Markov processes	0	0	0	30	3	6	8	52
Observability of Market Daily Volatility	0	0	0	0	0	1	1	15
Semi-Markov Models in High Frequency Finance: A Review	0	0	0	25	0	1	2	46
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach	0	0	0	8	2	2	2	16
Weighted-indexed semi-Markov models for modeling financial returns	0	0	0	29	1	1	4	102
Total Working Papers	0	0	1	144	14	24	35	428

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	1	1	1	3	4	10
A semi-Markov model for price returns	0	0	0	7	3	4	4	32
A test for the too-big-to-fail hypothesis for European banks during the financial crisis	0	0	0	15	2	4	5	65
Effectiveness of measures of performance during speculative bubbles	0	0	1	3	0	2	5	25
First and second order semi-Markov chains for wind speed modeling	0	0	0	10	1	3	4	71
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures	0	0	0	3	1	3	5	40
High frequency intrinsic modes in El Niño/Southern Oscillation Index	0	0	0	3	2	3	4	32
Inverse statistics in the foreign exchange market	0	0	0	2	1	2	2	22
Investment strategies and hidden variables	0	0	0	0	0	1	2	8
Measures of lexical distance between languages	0	1	3	36	1	4	11	175
Real prices from spot foreign exchange market	0	0	0	1	0	1	3	18
Spot foreign exchange market and time series	0	0	0	0	1	1	1	13
Statistical dynamics of religion evolutions	0	0	0	7	3	6	9	62
Tsallis non-extensive statistical mechanics of El Niño southern oscillation index	0	0	0	2	0	2	3	38
Wind speed and energy forecasting at different time scales: A nonparametric approach	0	0	0	0	0	3	4	29
Wind speed modeled as an indexed semi‐Markov process	0	0	0	4	2	6	7	28
Total Journal Articles	0	1	5	94	18	48	73	668

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Statistics updated 2026-01-09