BIANCHI, SERGIO

BIANCHI, SERGIO  

DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA  

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Titolo Data di pubblicazione Autore(i) File
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics 1-gen-2005 Bianchi, Sergio
“A Distribution-Based Method for Evaluating Uniscaling in Finance” 1-gen-2001 Bianchi, S
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 1-gen-2019 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano
Algoritmi per la generazione di rumori gaussiani frazionari discreti 1-gen-1996 Bianchi, S
Assessing market (in)efficiency 1-gen-2016 Pianese, Augusto; Pantanella, Alexandre; Palazzo Anna, Maria; Bianchi, Sergio
Asset price modeling: from Fractional to Multifractional Processes 1-gen-2015 Bianchi, Sergio; Pianese, Augusto
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato 1-gen-1997 Bianchi, S
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 1-gen-2005 Bianchi, S; A., Pianese
Demographic Dynamics for the pay-as-you-go pension system 1-gen-2006 Angrisani, Massimo; Attias, Anna; Bianchi, S; Zoltan, Varga
A demographic model with migration for a PAYG pension system 1-gen-2017 Attias, Anna; Pianese, Augusto; Bianchi, Sergio; Varga, Zoltan
Dinamiche demografiche e stabilità dei sistemi pensionistici a ripartizione: un approccio metodologico mediante il modello Leslie 1-gen-2004 Angrisani, Massimo; Attias, Anna; Bianchi, S; Varga, Z.
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 1-gen-2020 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 1-gen-2011 Bianchi, S.; Pantanella, A.
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 1-gen-2011 Bianchi, S.; Pantanella, A.; Pianese, A.
Efficient markets and behavioral finance: a comprehensive multifractional model 1-gen-2015 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
“Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?” 1-gen-1999 Bianchi, S
Empirical Evidence of Time-Dependent Memory in Stock Markets 1-gen-2003 Bianchi, S.
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture) 1-gen-2006 Bianchi, S
Evaluation of Value at Risk by pointwise regularity of the price process 1-gen-2005 A., Pianese; Bianchi, S
Evidence of Multifractionality in the Dow Jones Index 1-gen-2005 Bianchi, S.; Pianese, A.