Access Statistics for Filippo Petroni

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 semi-Markov model for price returns 0 0 1 15 0 0 9 46
A semi-Markov model with memory for price changes 0 0 0 11 0 3 16 62
Effectiveness of Measures of Performance During Speculative Bubbles 0 0 0 8 0 5 9 43
Inverse Statistics in the Foreign Exchange Market 0 0 0 19 0 1 5 71
Multivariate high-frequency financial data via semi-Markov processes 0 0 0 30 0 1 14 58
Observability of Market Daily Volatility 0 0 0 0 0 1 2 16
Semi-Markov Models in High Frequency Finance: A Review 0 0 0 25 0 12 15 60
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach 0 0 0 8 0 2 4 18
Weighted-indexed semi-Markov models for modeling financial returns 0 0 0 29 0 3 8 107
Total Working Papers 0 0 1 145 0 28 82 481


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov model of financial returns 0 0 2 2 0 0 6 12
A semi-Markov model for price returns 0 0 0 7 0 4 13 41
A test for the too-big-to-fail hypothesis for European banks during the financial crisis 0 0 0 15 0 3 11 72
Effectiveness of measures of performance during speculative bubbles 0 0 1 3 1 1 6 27
First and second order semi-Markov chains for wind speed modeling 0 0 0 10 0 4 10 78
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 0 1 6 42
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 3 1 2 13 42
Inverse statistics in the foreign exchange market 0 0 0 2 0 3 7 27
Investment strategies and hidden variables 0 0 0 0 0 0 4 10
Measures of lexical distance between languages 0 0 3 37 2 4 16 186
Real prices from spot foreign exchange market 0 0 0 1 0 2 6 22
Spot foreign exchange market and time series 0 0 0 0 0 1 3 15
Statistical dynamics of religion evolutions 0 1 1 8 0 7 19 72
Tsallis non-extensive statistical mechanics of El Niño southern oscillation index 0 0 0 2 0 0 2 38
Wind speed and energy forecasting at different time scales: A nonparametric approach 0 0 0 0 1 4 11 36
Wind speed modeled as an indexed semi‐Markov process 0 0 0 4 1 4 13 34
Total Journal Articles 0 1 7 97 6 40 146 754


Statistics updated 2026-06-04