Sfoglia per Autore
Multifractality in Stock Markets: an empirical analysis
2003 Bianchi, S.
Empirical Evidence of Time-Dependent Memory in Stock Markets
2003 Bianchi, S.
Dinamiche demografiche e stabilità dei sistemi pensionistici a ripartizione: un approccio metodologico mediante il modello Leslie
2004 Angrisani, Massimo; Attias, Anna; Bianchi, S; Varga, Z.
"Pathwise Identification of the Memory Function of a Multifractional Market Model"
2004 Bianchi, S.
"Pointwise Identification of the Multifractional Memory Function"
2004 Bianchi, S.
Modelling Stock Price Movements: Multifractality or Multifractionality?
2004 Bianchi, S.; Pianese, A.
A New Distribution-Based Test of Self-Similarity
2004 Bianchi, Sergio
Modeling Stock Price Movements: Multifractality or Multifractionality?
2005 Bianchi, S.
On a new technique for VAR estimation
2005 Bianchi, S.; Pianese, A.
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality
2005 Bianchi, S; A., Pianese
Evidence of Multifractionality in the Dow Jones Index
2005 Bianchi, S.; Pianese, A.
Reconciling Multifractal and Multifractional Processes in Financial Modeling
2005 Bianchi, S.; Pianese, A
Evaluation of Value at Risk by pointwise regularity of the price process
2005 A., Pianese; Bianchi, S
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance
2005 Bianchi, Sergio
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics
2005 Bianchi, Sergio
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture)
2006 Bianchi, S
Demographic Dynamics for the pay-as-you-go pension system
2006 Angrisani, Massimo; Attias, Anna; Bianchi, S; Zoltan, Varga
Multiscaling in the distribution of the exchange rates
2006 Bianchi, S.; A, Pianese
Multifractional Properties of financial time series: modelling and estimation
2007 Bianchi, S
Modeling Stock Price Movements: Multifractality or Multifractionality?
2007 BIANCHI, SERGIO; PIANESE, Augusto
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