Sfoglia per Autore
Modeling and simulation of currency exchange rates using MPRE
2012-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Self-Similarity Parameter Estimation for k-dimensional Processes.
2013-01-01 Bianchi, Sergio; Palazzo, Anna Maria; Pantanella, Alexandre; Pianese, Augusto
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
2013-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Multifractional processes in finance
2014-01-01 Bianchi, Sergio; Pianese, Augusto
Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system
2014-01-01 Pianese, Augusto; Attias, Anna; Varga, Zoltàn
Asset price modeling: from Fractional to Multifractional Processes
2015-01-01 Bianchi, Sergio; Pianese, Augusto
The effective rate of return for defined contribution pension systems in a stochastic framework
2015-01-01 Angrisani, Massimo; Di Nella, Giovanni; DI PALO, Cinzia; Pianese, Augusto
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL
2015-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Liquidity and Self-Similarity in the Distributions of the log price variations
2016-01-01 Bianchi, Sergio; Pianese, Augusto; Manuel, Gámez
Assessing market (in)efficiency
2016-01-01 Bianchi, Sergio; Pianese, Augusto; Pantanella, Alexandre; Palazzo, Anna Maria
A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case
2016-01-01 Attias, Anna; Felice Arezzo, Maria; Pianese, Augusto; Varga, Zoltan
Fast and unbiased estimator of the time-dependent Hurst exponent
2018-01-01 Pianese, Augusto; Bianchi, Sergio; Palazzo, Anna Maria
The optimal rate of return for defined contribution pension systems in a stochastic framework
2018-01-01 Angrisani, Massimo; DI NELLA, Giovanni; DI PALO, Cinzia; Pianese, Augusto
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets
2018-01-01 Bianchi, Sergio; Pianese, Augusto
A distribution-based method to gauge market liquidity through scale invariance between investment horizons
2019-01-01 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari
2020-01-01 Bianchi, Sergio; Frezza, Massimiliano; Pianese, Augusto
Stochastic dominance in the outer distributions of the α-efficiency domain
2020-01-01 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano; Palazzo, Anna Maria
On the asymptotic equilibrium of a population system with migration
2020-01-01 Pianese, A.; Attias, A.; Bianchi, S.; Varga, Z.
A distribution-based method to gauge market liquidity through scale invariance between investment horizons
2020-01-01 Bianchi, S.; Pianese, A.; Frezza, M.
Fractal analysis of market (in)efficiency during the COVID-19
2021-01-01 Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile