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	0	1	2	38
A semi-Markov model with memory for price changes	0	0	0	11	2	2	3	48
Effectiveness of Measures of Performance During Speculative Bubbles	0	0	0	8	0	0	1	34
Inverse Statistics in the Foreign Exchange Market	0	0	0	19	0	0	2	66
Multivariate high-frequency financial data via semi-Markov processes	0	0	0	30	1	3	3	47
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	1	1	2	46
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	0	2	3	101
Total Working Papers	0	0	1	144	4	9	16	408

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	1	1	1	1	2	2	8
A semi-Markov model for price returns	0	0	0	7	0	0	0	28
A test for the too-big-to-fail hypothesis for European banks during the financial crisis	0	0	0	15	0	0	1	61
Effectiveness of measures of performance during speculative bubbles	0	1	1	3	1	2	4	24
First and second order semi-Markov chains for wind speed modeling	0	0	0	10	0	0	2	68
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures	0	0	0	3	1	1	3	38
High frequency intrinsic modes in El Niño/Southern Oscillation Index	0	0	0	3	1	1	2	30
Inverse statistics in the foreign exchange market	0	0	0	2	0	0	0	20
Investment strategies and hidden variables	0	0	0	0	1	2	2	8
Measures of lexical distance between languages	1	1	4	36	3	3	11	174
Real prices from spot foreign exchange market	0	0	0	1	1	1	3	18
Spot foreign exchange market and time series	0	0	0	0	0	0	0	12
Statistical dynamics of religion evolutions	0	0	0	7	2	4	5	58
Tsallis non-extensive statistical mechanics of El Niño southern oscillation index	0	0	0	2	0	0	1	36
Wind speed and energy forecasting at different time scales: A nonparametric approach	0	0	0	0	1	1	2	27
Wind speed modeled as an indexed semi‐Markov process	0	0	0	4	1	1	2	23
Total Journal Articles	1	3	6	94	13	18	40	633

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Statistics updated 2025-11-08