Michele Pasquini

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
MOVING AVERAGES AND PRICE DYNAMICS International Journal of Theoretical and Applied Finance	2005-06-22	Paper
Multiscale behaviour of volatility autocorrelations in a financial market Economics Letters	2002-09-01	Paper
Antipersistent Markov behavior in foreign exchange markets Physica A	2002-08-21	Paper
Classical limit: Localization induced by noise	2002-02-26	Paper
Correlations and multi-affinity in high frequency financial datasets Physica A	2001-10-23	Paper
Optimal strategies for prudent investors International Journal of Theoretical and Applied Finance	2001-02-28	Paper
Large deviations for Ising spin glasses with constrained disorder. Journal of Statistical Physics	2001-01-16	Paper
Rigorous bounds of the Lyapunov exponents of the one-dimensional random Ising model. Journal of Statistical Physics	2001-01-16	Paper
Effective localization induced by noise and nonlinearity Physica D	2001-01-04	Paper
A variational approach to Ising spin glasses in finite dimensions Journal of Physics A: Mathematical and General	1999-11-30	Paper

Research outcomes over time

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