Sfoglia per Autore
Investment risk in Pension Funds: a dynamical approach
2008 Bianchi, S.; A, Trudda
Multifractional properties of stock indices decomposed by filtering their pointwise hölder regularity
2008 Bianchi, Sergio; Pianese, A.
Scaling Laws in Stock Markets. An analysis of prices and volumes
2008 Bianchi, Sergio; Pianese, Augusto
Financial Portfolio Selection in a Nonstationary Gaussian Framework
2009 Bianchi, S.; A, Pantanella; A, Pianese
Global asset return in pension funds: a dynamical risk analysis
2009 Bianchi, S.; Trudda, A.
Stochastic Modelling of the Italian Electricity Market: some empirical evidences
2009 Bianchi, S.; I, DE BELLIS; A, Pianese
Dynamics analysis of the effect of immigration on the demographic background of the pay-as-you-go pension system
2010 Angrisani, Massimo; Attias, Anna; Bianchi, S.; Varga, Z.
Fractal properties of some European electricity markets
2010 Bianchi, S.; I, DE BELLIS; A, Pianese
Modeling and Simulation of Currency Exchange Rates using MPRE
2010 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Pointwise Regularity Exponents and Market Cross-Correlations
2010 Bianchi, S.; Pantanella, A.
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent
2011 Bianchi, S.; Pantanella, A.; Pianese, A.
Stock Returns Declustering Under Time Dependent Hölder Exponent
2011 Bianchi, S.; Pantanella, A.
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin
2011 Bianchi, S.; Pantanella, A.
Self-Similarity Parameter Estimation for k-dimensional Processes
2011 Bianchi, S.; Palazzo, A. M.; Pantanella, A.; Pianese, A.
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets
2011 Bianchi, S.; Pantanella, A.
INVITED PLENARY LECTURE: Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices
2012 Bianchi, Sergio
Strumenti di orientamento professionale
2012 Bianchi, S.; Verrastro, V.
Local Estimation of Stock Market Efficiency
2012 Bianchi, S.; Pantanella, A.; Pianese, A.
Modeling and simulation of currency exchange rates using MPRE
2012 Bianchi, S.; Pantanella, A.; Pianese, A.
Sustainability of a pay-as-you-go pension system by dynamic immigration control
2012 Angrisani, Massimo; Attias, Anna; Sergio, Bianchi; Zoltan, Varga
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