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 1 15 0 0 8 46
A semi-Markov model with memory for price changes 0 0 0 11 1 3 19 65
Effectiveness of Measures of Performance During Speculative Bubbles 0 0 0 8 1 1 10 44
Inverse Statistics in the Foreign Exchange Market 0 0 0 19 0 0 5 71
Multivariate high-frequency financial data via semi-Markov processes 0 0 0 30 0 1 14 59
Observability of Market Daily Volatility 0 0 0 0 0 0 2 16
Semi-Markov Models in High Frequency Finance: A Review 0 0 0 25 2 2 17 62
Tornadoes and related damage costs: statistical modeling with a semi-Markov approach 0 0 0 8 1 1 5 19
Weighted-indexed semi-Markov models for modeling financial returns 0 0 0 29 1 1 8 108
Total Working Papers 0 0 1 145 6 9 88 490


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 1 2 0 1 6 13
A semi-Markov model for price returns 0 0 0 7 0 2 15 43
A test for the too-big-to-fail hypothesis for European banks during the financial crisis 0 0 0 15 1 2 13 74
Effectiveness of measures of performance during speculative bubbles 0 0 1 3 0 0 5 27
First and second order semi-Markov chains for wind speed modeling 0 0 0 10 0 2 12 80
Generating synthetic time series from Bak–Sneppen co-evolution model mixtures 0 0 0 3 0 0 5 42
High frequency intrinsic modes in El Niño/Southern Oscillation Index 0 0 0 3 0 1 14 43
Inverse statistics in the foreign exchange market 0 0 0 2 0 0 7 27
Investment strategies and hidden variables 0 0 0 0 0 1 5 11
Measures of lexical distance between languages 0 0 2 37 0 2 17 188
Real prices from spot foreign exchange market 0 0 0 1 0 0 5 22
Spot foreign exchange market and time series 0 0 0 0 0 0 3 15
Statistical dynamics of religion evolutions 0 0 1 8 1 2 20 74
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 1 11 37
Wind speed modeled as an indexed semi‐Markov process 0 0 0 4 0 1 13 35
Total Journal Articles 0 0 5 97 2 15 153 769


Statistics updated 2026-09-10