Sfoglia per Autore
Un Modello Econometrico per la Sanità: il Rischio di Ospedalizzazione
2003-01-01 Pianese, Augusto; Attias, A.
Modelling Stock Price Movements: Multifractality or Multifractionality?
2004-01-01 Bianchi, Sergio; Pianese, Augusto
On a new technique for VAR estimation
2005-01-01 Bianchi, Sergio; Pianese, Augusto
Evaluation of Value at Risk by pointwise regularity of the price process
2005-01-01 Pianese, Augusto; Bianchi, Sergio
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality
2005-01-01 Bianchi, Sergio; Pianese, Augusto
Reconciling Multifractal and Multifractional Processes in Financial Modeling
2005-01-01 Bianchi, Sergio; Pianese, Augusto
Assistenza sanitaria e stato di salute: un modello econometrico per il rischio di astensione dalla normale attività
2005-01-01 Pianese, Augusto; Attias, A.
Multiscaling in the distribution of the exchange rates
2006-01-01 Bianchi, Sergio; Pianese, Augusto
Modeling Stock Price Movements: Multifractality or Multifractionality?
2007-01-01 Bianchi, Sergio; Pianese, Augusto
Selezione di portafoglio con processi a tempo modificato
2008-01-01 Pianese, Augusto; Pantanella, A.
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY
2008-01-01 Bianchi, Sergio; Pianese, Augusto
Scaling Laws in Stock Markets. An analysis of prices and volumes.
2008-01-01 Bianchi, Sergio; Pianese, Augusto
Stochastic Modelling of the Italian Electricity Market: some empirical evidences
2009-01-01 Bianchi, Sergio; DE BELLIS, I; Pianese, Augusto
Financial Portfolio Selection in a Nonstationary Gaussian Framework
2009-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Minimum risk portfolios using MMAR
2009-01-01 Pianese, Augusto; Pantanella, Alexandre
Modeling and Simulation of Currency Exchange Rates using MPRE
2010-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Fractal properties of some European electricity markets
2010-01-01 Bianchi, Sergio; DE BELLIS, Iva; Pianese, Augusto
Self-Similarity Parameter Estimation for k-dimensional Processes
2011-01-01 Bianchi, Sergio; Palazzo, Anna Maria; Pantanella, Alexandre; Pianese, Augusto
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Modeling and simulation of currency exchange rates using MPRE
2012-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
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