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	1	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	1	1	45
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	1	4	100
Total Working Papers	0	0	1	144	3	3	13	402

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	1	1	1	1	1	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	0	0	0	2	0	1	2	22
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	1	20
Investment strategies and hidden variables	0	0	0	0	0	0	0	6
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	0	1	1	54
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	2	5	92	1	8	25	616

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Statistics updated 2025-09-05