The following pages link to Sergio Bianchi (Q784400):
Displayed 15 items.
- On the asymptotic equilibrium of a population system with migration (Q784402) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Sustainability of a pay-as-you-go pension system by dynamic immigration control (Q2017911) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149) (← links)
- Multifractional processes in finance (Q3119626) (← links)
- MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE (Q4675938) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Modelling stock price movements: multifractality or multifractionality? (Q5309005) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- (Q5448379) (← links)
- Rough volatility via the Lamperti transform (Q6059021) (← links)