ANGELINI, DANIELE
ANGELINI, DANIELE
Dipartimento interdisciplinare di Benessere, Salute e Sostenibilità Ambientale ("Dipartimento BeSSA")
A new tool to detect financial data scaling
2025 Bianchi, S.; Pianese, A.; Frezza, M.; Angelini, D.
Fair volatility in a multifractional world: a new equilibrium benchmark for financial markets
2026 Angelini, Daniele
Fair Volatility in the Fractional Stochastic Regularity Model
2024 Bianchi, Sergio; Angelini, Daniele; Frezza, Massimiliano; Maria Palazzo, Anna; Pianese, Augusto
Kolmogorov–Smirnov estimation of self-similarity in long-range dependent fractional processes
2025 Angelini, Daniele; Bianchi, Sergio
Market information of the fractional stochastic regularity model
2024 Angelini, Daniele; Garcin, Matthieu
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model
2023 Angelini, Daniele; Bianchi, Sergio
Rough volatility via the Lamperti transform
2023 Bianchi, Sergio; Angelini, Daniele; Pianese, Augusto; Frezza, Massimiliano
Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution
2025 Bianchi, Sergio; Angelini, Daniele
When is volatility fair? Hölder regularity and financial risk
2026 Bianchi, Sergio; Angelini, Daniele