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 14 0 1 2 38
A semi-Markov model with memory for price changes 0 0 0 11 0 0 2 46
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 2 2 46
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 45
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 2 5 101
Total Working Papers 0 0 1 144 2 5 15 404


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 1 1 1 0 1 1 7
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 1 1 1 3 1 1 3 23
First and second order semi-Markov chains for wind speed modeling 0 0 1 10 0 0 3 68
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 0 1 2 37
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 3 0 0 1 29
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 1 1 7
Measures of lexical distance between languages 0 1 3 35 0 1 8 171
Real prices from spot foreign exchange market 0 0 0 1 0 1 2 17
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 3 3 56
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 0 1 1 26
Wind speed modeled as an indexed semi‐Markov process 0 0 0 4 0 1 1 22
Total Journal Articles 1 3 6 93 4 11 28 620


Statistics updated 2025-10-06