Filippo Petroni

Available identifiers

zbMath Open petroni.filippoWikidataQ57791203 ScholiaQ57791203MaRDI QIDQ496969

List of research outcomes

Publication	Date of Publication	Type
A micro-to-macro approach to returns, volumes and waiting times	2024-07-25	Paper
A semi-Markovian approach to drawdown-based measures	2024-05-06	Paper
The mixture transition distribution approach to networks: evidence from stock markets	2024-04-15	Paper
An econometric analysis of drawdown based measures	2024-03-16	Paper
Wind speed modeled as an indexed semi‐Markov process	2023-12-15	Paper
Drawdown risk measures for asset portfolios with high frequency data	2023-07-06	Paper
ROCOF of higher order for semi-Markov processes	2022-12-07	Paper
Hedging the risk of wind power production using dispatchable energy source	2021-12-03	Paper
A Copula-based Markov Reward Approach to the Credit Spread in the European Union	2020-01-13	Paper
A new approach to the modeling of financial volumes	2019-10-17	Paper
Change point dynamics for financial data: an indexed Markov chain approach	2019-06-28	Paper
Optimal control of a dispatchable energy source for wind energy management	2019-06-07	Paper
Insuring wind energy production	2018-11-13	Paper
The study of basic risk processes by discrete-time non-homogeneous Markov processes	2018-10-10	Paper
Copula based multivariate semi-Markov models with applications in high-frequency finance	2018-07-25	Paper
On the limit distribution of a second-order semi-Markov chain in state and duration	2017-08-23	Paper
Multi-state models for evaluating conversion options in life insurance	2017-07-04	Paper
Step semi-Markov models and application to manpower management	2017-01-12	Paper
Performance analysis of second order semi-Markov chains: an application to wind energy production	2015-09-23	Paper
https://portal.mardi4nfdi.de/entity/Q2940155	2015-01-26	Paper
Family trees: languages and genetics	2009-11-18	Paper
A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES	2005-08-30	Paper

Research outcomes over time

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