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Details about Sergio Bianchi

E-mail:
Homepage:http://mat.eco.unicas.it
Phone:+39 0776 299 4706
Postal address:DIMET Campus Folcara Via S. Angelo 03043 CASSINO (ITALY)
Workplace:Dipartimento di Economia e Giurisprudenzia (Department of Economics and Law), Facoltà di Economia e Giurisprudenzia (Faculty of Economics and Law), Università degli Studi di Cassino e del Lazio Meridionale (University of Cassino), (more information at EDIRC)

Access statistics for papers by Sergio Bianchi.

Last updated 2013-11-07. Update your information in the RePEc Author Service.

Short-id: pbi146


Jump to Journal Articles

Working Papers

2009

  1. Financial Portfolio Selection in a Nonstationary Gaussian Framework
    Papers, Osterreichish-Rumanischer Akademischer Verein Downloads

2008

  1. Global Asset Return in Pension Funds: a dynamical risk analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2004

  1. A new distribution-based test of self-similarity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2001

  1. A Distribution-Based Method For Evaluating Multiscaling In Finance
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Journal Articles

2014

  1. Multifractional processes in finance
    Risk and Decision Analysis, 2014, (5), 1-22 View citations (3)

2013

  1. Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
    Quantitative Finance, 2013, 13, (8), 1317-1330 Downloads View citations (11)

2010

  1. Fractal properties of some European electricity markets
    International Journal of Financial Markets and Derivatives, 2010, 1, (4), 395-421 Downloads

2007

  1. Modelling stock price movements: multifractality or multifractionality?
    Quantitative Finance, 2007, 7, (3), 301-319 Downloads View citations (6)

2005

  1. A cautionary note on the detection of multifractal scaling in finance and economics
    Applied Economics Letters, 2005, 12, (12), 775-780 Downloads View citations (2)

2004

  1. Demographic dynamics for the pay-as-you-go pension system
    Pure Mathematics and Applications, 2004, 15, (4), 357-374 View citations (6)
 
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