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 0 36
A semi-Markov model with memory for price changes 0 0 1 11 0 0 3 44
Effectiveness of Measures of Performance During Speculative Bubbles 0 0 0 8 0 0 0 33
Inverse Statistics in the Foreign Exchange Market 0 0 1 19 0 0 1 64
Multivariate high-frequency financial data via semi-Markov processes 0 0 0 30 0 0 0 44
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 1 1 44
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach 0 0 0 8 0 0 1 14
Weighted-indexed semi-Markov models for modeling financial returns 0 0 0 29 0 0 0 96
Total Working Papers 0 0 2 143 0 1 6 389


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 0 6
A semi-Markov model for price returns 1 1 1 7 2 3 5 27
A test for the too-big-to-fail hypothesis for European banks during the financial crisis 0 0 1 15 0 0 1 60
Effectiveness of measures of performance during speculative bubbles 0 0 0 2 0 0 0 20
First and second order semi-Markov chains for wind speed modeling 0 0 1 9 0 0 1 65
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 0 0 0 35
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 3 0 0 2 27
Inverse statistics in the foreign exchange market 0 0 0 2 0 0 0 19
Investment strategies and hidden variables 0 0 0 0 0 0 0 6
Measures of lexical distance between languages 2 3 5 32 2 3 10 163
Real prices from spot foreign exchange market 0 0 0 1 0 1 1 15
Spot foreign exchange market and time series 0 0 0 0 0 0 0 12
Statistical dynamics of religion evolutions 0 0 1 7 0 0 1 53
Tsallis non-extensive statistical mechanics of El Niño southern oscillation index 0 0 0 2 0 0 2 35
Wind speed and energy forecasting at different time scales: A nonparametric approach 0 0 0 0 0 0 0 25
Wind speed modeled as an indexed semi‐Markov process 0 0 1 4 0 0 2 20
Total Journal Articles 3 4 10 87 4 7 25 588


Statistics updated 2024-06-06