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 0 13 0 0 1 27
A semi-Markov model with memory for price changes 0 0 1 10 0 0 2 39
Effectiveness of Measures of Performance During Speculative Bubbles 0 0 0 8 0 0 2 29
Inverse Statistics in the Foreign Exchange Market 0 0 0 17 0 0 1 57
Multivariate high-frequency financial data via semi-Markov processes 0 0 0 29 0 1 2 33
Observability of Market Daily Volatility 0 0 0 0 0 0 0 8
Semi-Markov Models in High Frequency Finance: A Review 0 0 2 23 0 0 5 32
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach 1 1 1 7 1 1 1 9
Weighted-indexed semi-Markov models for modeling financial returns 0 0 0 27 0 1 1 87
Total Working Papers 1 1 4 134 1 3 15 321


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 0 0 0 0 1 5
A semi-Markov model for price returns 0 0 0 5 0 0 0 11
A test for the too-big-to-fail hypothesis for European banks during the financial crisis 0 0 0 10 0 0 2 47
Effectiveness of measures of performance during speculative bubbles 0 0 0 1 0 0 0 14
First and second order semi-Markov chains for wind speed modeling 0 0 1 5 0 0 3 56
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 0 0 1 25
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 1 1 1 1 22
Inverse statistics in the foreign exchange market 0 1 1 1 0 1 1 6
Investment strategies and hidden variables 0 0 0 0 0 0 0 4
Measures of lexical distance between languages 1 2 4 11 2 4 8 83
Real prices from spot foreign exchange market 0 0 0 1 0 0 0 11
Spot foreign exchange market and time series 0 0 0 0 0 0 0 9
Statistical dynamics of religion evolutions 0 0 0 5 0 0 1 36
Tsallis non-extensive statistical mechanics of El Niño southern oscillation index 0 0 0 2 0 0 1 29
Wind speed and energy forecasting at different time scales: A nonparametric approach 0 0 0 0 0 0 1 22
Wind speed modeled as an indexed semi‐Markov process 0 0 0 2 0 0 1 14
Total Journal Articles 1 3 6 47 3 6 21 394


Statistics updated 2019-07-03