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 1 2 15 0 5 10 46
A semi-Markov model with memory for price changes 0 0 0 11 2 9 15 61
Effectiveness of Measures of Performance During Speculative Bubbles 0 0 0 8 3 4 7 41
Inverse Statistics in the Foreign Exchange Market 0 0 0 19 0 3 4 70
Multivariate high-frequency financial data via semi-Markov processes 0 0 0 30 1 6 14 58
Observability of Market Daily Volatility 0 0 0 0 0 0 1 15
Semi-Markov Models in High Frequency Finance: A Review 0 0 0 25 3 5 6 51
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach 0 0 0 8 0 0 2 16
Weighted-indexed semi-Markov models for modeling financial returns 0 0 0 29 1 3 6 105
Total Working Papers 0 1 2 145 10 35 65 463

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 2 2 0 2 6 12
A semi-Markov model for price returns 0 0 0 7 0 5 9 37
A test for the too-big-to-fail hypothesis for European banks during the financial crisis 0 0 0 15 0 4 8 69
Effectiveness of measures of performance during speculative bubbles 0 0 1 3 0 1 5 26
First and second order semi-Markov chains for wind speed modeling 0 0 0 10 0 3 6 74
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 1 2 6 42
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 3 0 8 11 40
Inverse statistics in the foreign exchange market 0 0 0 2 1 3 5 25
Investment strategies and hidden variables 0 0 0 0 0 2 4 10
Measures of lexical distance between languages 0 1 3 37 0 7 14 182
Real prices from spot foreign exchange market 0 0 0 1 0 2 5 20
Spot foreign exchange market and time series 0 0 0 0 0 1 2 14
Statistical dynamics of religion evolutions 1 1 1 8 1 4 13 66
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 0 3 7 32
Wind speed modeled as an indexed semi‐Markov process 0 0 0 4 1 3 10 31
Total Journal Articles 1 3 7 97 4 50 113 718

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Statistics updated 2026-04-09