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 1 1 2 15 1 8 10 46
A semi-Markov model with memory for price changes 0 0 0 11 1 8 14 59
Effectiveness of Measures of Performance During Speculative Bubbles 0 0 0 8 0 4 5 38
Inverse Statistics in the Foreign Exchange Market 0 0 0 19 0 4 5 70
Multivariate high-frequency financial data via semi-Markov processes 0 0 0 30 1 8 13 57
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 1 2 4 48
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach 0 0 0 8 0 2 2 16
Weighted-indexed semi-Markov models for modeling financial returns 0 0 0 29 0 3 5 104
Total Working Papers 1 1 2 145 4 39 59 453


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 3 6 12
A semi-Markov model for price returns 0 0 0 7 2 8 9 37
A test for the too-big-to-fail hypothesis for European banks during the financial crisis 0 0 0 15 1 6 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 4 6 74
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 0 2 5 41
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 3 1 10 12 40
Inverse statistics in the foreign exchange market 0 0 0 2 1 3 4 24
Investment strategies and hidden variables 0 0 0 0 0 2 4 10
Measures of lexical distance between languages 1 1 4 37 3 8 17 182
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 2 2 14
Statistical dynamics of religion evolutions 0 0 0 7 0 6 12 65
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 3 7 32
Wind speed modeled as an indexed semi‐Markov process 0 0 0 4 1 4 9 30
Total Journal Articles 1 2 7 96 10 64 113 714


Statistics updated 2026-03-04