Details about Pier Paolo Peirano

Access statistics for papers by Pier Paolo Peirano.

Last updated 2009-07-20. Update your information in the RePEc Author Service.

Short-id: ppe316

Working Papers

2012

1. Baldovin-Stella stochastic volatility process and Wiener process mixtures
   Post-Print, HAL View citations (5)
   See also Journal Article Baldovin-Stella stochastic volatility process and Wiener process mixtures, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2012) View citations (6) (2012)

2010

2. Prediction accuracy and sloppiness of log-periodic functions
   Papers, arXiv.org View citations (1)
   See also Journal Article Prediction accuracy and sloppiness of log-periodic functions, Quantitative Finance, Taylor & Francis Journals (2013) View citations (17) (2013)

2009

3. The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures
   Papers, arXiv.org View citations (1)

2008

4. The ups and downs of the renormalization group applied to financial time series
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2013

1. Prediction accuracy and sloppiness of log-periodic functions
   Quantitative Finance, 2013, 13, (2), 275-280 View citations (17)
   See also Working Paper Prediction accuracy and sloppiness of log-periodic functions, Papers (2010) View citations (1) (2010)

2012

2. Baldovin-Stella stochastic volatility process and Wiener process mixtures
   The European Physical Journal B: Condensed Matter and Complex Systems, 2012, 85, (8), 1-12 View citations (6)
   See also Working Paper Baldovin-Stella stochastic volatility process and Wiener process mixtures, Post-Print (2012) View citations (5) (2012)