BIANCHI, Sergio
BIANCHI, Sergio
Dipartimento di Economia e Giurisprudenza
"La geometria frattale: l'applicazione all'analisi finanziaria"
1999-01-01 Bianchi, Sergio; Micocci, M.
"Multifrattalità nel mercato finanziario italiano?"
2003-01-01 Bianchi, Sergio; Corazza, M.; Nardelli, C.
"Pathwise Identification of the Memory Function of a Multifractional Market Model"
2004-01-01 Bianchi, Sergio
"Pointwise Identification of the Multifractional Memory Function"
2004-01-01 Bianchi, Sergio
"Su una strategia di trading in un mercato multifrattale"
2001-01-01 Bianchi, Sergio
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics
2005-01-01 Bianchi, Sergio
A DEMOGRAPHIC MODEL WITH MIGRATION FOR A PAYG PENSION SYSTEM
2017-01-01 Bianchi, Sergio; Attias, Anna; Varga, Zoltan
A distribution-based method to gauge market liquidity through scale invariance between investment horizons
2019-01-01 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano
A New Distribution-Based Test of Self-Similarity
2004-01-01 Bianchi, Sergio
Algoritmi per la generazione di rumori gaussiani frazionari discreti
1996-01-01 Bianchi, Sergio
Analisi delle ricadute PET sul territorio della Provincia di Frosinone e relativa individuazione del fabbisogno formativo. Nuove figure professionali nell’ambito della programmazione comunitaria 2014–2020
2017-01-01 Bianchi, Sergio; Ferrante, Francesco; Recinto, Giuseppe; Interlandi, Margherita; Intrisano, Carmelo; Vistocco, Domenico; Maiello, Francesco; Micheli, Anna Paola
Assessing market (in)efficiency
2016-01-01 Bianchi, Sergio; Pianese, Augusto; Pantanella, Alexandre; Palazzo, Anna Maria
Asset price modeling: from Fractional to Multifractional Processes
2015-01-01 Bianchi, Sergio; Pianese, Augusto
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato
1997-01-01 Bianchi, Sergio
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality
2005-01-01 Bianchi, Sergio; Pianese, Augusto
Demographic dynamics for the pay-as-you-go pension system
2006-01-01 Angrisani, M; Attias, A; Bianchi, Sergio; Varga, Z.
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL
2015-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Empirical Evidence of Time-Dependent Memory in Stock Markets
2003-01-01 Bianchi, Sergio