IRIS
BIANCHI, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 2.781
NA - Nord America 2.192
AS - Asia 773
SA - Sud America 5
AF - Africa 4
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 5.763
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Nazione #
US - Stati Uniti d'America 2.184
IE - Irlanda 870
CN - Cina 505
SE - Svezia 498
IT - Italia 436
UA - Ucraina 363
DE - Germania 344
TR - Turchia 194
GB - Regno Unito 87
FI - Finlandia 72
IN - India 55
BE - Belgio 28
FR - Francia 24
AT - Austria 22
RU - Federazione Russa 17
VN - Vietnam 9
CA - Canada 7
NL - Olanda 5
AU - Australia 4
EU - Europa 4
MY - Malesia 4
RO - Romania 4
DK - Danimarca 3
KR - Corea 3
LU - Lussemburgo 3
CL - Cile 2
ES - Italia 2
MA - Marocco 2
SK - Slovacchia (Repubblica Slovacca) 2
TH - Thailandia 2
AR - Argentina 1
BR - Brasile 1
ID - Indonesia 1
NO - Norvegia 1
PA - Panama 1
TN - Tunisia 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 5.763
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Città #
Dublin 870
Chandler 596
Jacksonville 277
Rome 243
Izmir 188
Nanjing 169
Ann Arbor 103
Wilmington 84
Princeton 75
Woodbridge 75
Ashburn 73
Lawrence 73
Cassino 67
Beijing 55
Dearborn 55
Nanchang 54
Brooklyn 48
Pune 46
Ogden 43
Seattle 41
Changsha 36
Kunming 33
Tianjin 33
Inglewood 30
Brussels 28
Des Moines 27
Hebei 27
Boardman 25
Shenyang 22
Vienna 22
Brandenburg 21
Jiaxing 19
Milan 19
New York 17
Los Angeles 16
Verona 12
Auburn Hills 11
Gelsenkirchen 11
Helsinki 11
Hangzhou 10
Changchun 9
Orange 9
Dong Ket 8
Lanzhou 8
San Francisco 7
Toronto 7
Jinan 5
Ningbo 5
Redwood City 5
Salerno 5
Shanghai 5
Houston 4
Norwalk 4
Saint Petersburg 4
Bari 3
Brescia 3
Cisterna di Latina 3
Dallas 3
Dronten 3
Luxembourg 3
Melbourne 3
Muro Lucano 3
Pisa 3
Tappahannock 3
Berlin 2
Bratislava 2
Bremen 2
Frankfurt am Main 2
Hefei 2
Lecco 2
London 2
Napoli 2
Rabat 2
Sabadell 2
Sant'Agapito 2
Shaoxing 2
Staten Island 2
Taizhou 2
Zhengzhou 2
Amsterdam 1
Andover 1
Anyang-si 1
Canberra 1
Castelnuovo Di Porto 1
Centro 1
Charlotte 1
Choctaw 1
Civitanova Marche 1
Copenhagen 1
Fuzhou 1
Grottaferrata 1
Guanare 1
Guangzhou 1
Gussago 1
Ho Chi Minh City 1
Istanbul 1
Jesolo 1
Kocaeli 1
Laguna Beach 1
Latina 1
Totale 3.831
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Nome #
Self-Similarity Parameter Estimation for k-dimensional Processes 130
Self-Similarity Parameter Estimation for k-dimensional Processes. 119
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 115
Assessing market (in)efficiency 108
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 108
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 101
Fast and unbiased estimator of the time-dependent Hurst exponent 99
Algoritmi per la generazione di rumori gaussiani frazionari discreti 92
Local Estimation of Stock Market Efficiency 92
Asset price modeling: from Fractional to Multifractional Processes 90
Empirical Evidence of Time-Dependent Memory in Stock Markets 89
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 89
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 89
Demographic dynamics for the pay-as-you-go pension system 88
Evaluation of Value at Risk by pointwise regularity of the price process 88
Multifractional processes in finance 87
Pointwise Regularity Exponents and Market Cross-Correlations 86
Liquidity and Self-Similarity in the Distributions of the log price variations 86
“Some metric properties of the self-similar processes” 84
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato 84
"Multifrattalità nel mercato finanziario italiano?" 84
Modeling Stock Price Movements: Multifractality or Multifractionality? 84
Modeling and Simulation of Currency Exchange Rates using MPRE 84
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics 83
On a new technique for VAR estimation 83
Fractal properties of some European electricity markets 83
Su una classe di stimatori del parametro di autosimilarità delle distribuzioni di processi gaussiani correlati 82
Multifractality in Stock Markets: an empirical analysis 82
Stochastic Modelling of the Italian Electricity Market: some empirical evidences 82
FMH: una verifica sul mercato italiano, 81
Financial Portfolio Selection in a Nonstationary Gaussian Framework 81
Modeling and simulation of currency exchange rates using MPRE 81
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 81
INVITED PLENARY LECTURE: Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices 80
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 80
Multifractional Properties of financial time series: modelling and estimation 79
Un processo localmente stazionario per le dinamiche economiche 79
“On Estimating the Time-Changing Dependence in Economic and Financial Time Series”, 79
A New Distribution-Based Test of Self-Similarity 79
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 79
Multiscaling in the distribution of the exchange rates 78
Stock Returns Declustering Under Time Dependent Hölder Exponent 78
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets 78
A DEMOGRAPHIC MODEL WITH MIGRATION FOR A PAYG PENSION SYSTEM 78
Investment risk in Pension Funds: a dynamical approach 77
Strumenti di orientamento professionale 77
Testing Self-Affinity of Stock Returns 76
Self-Affine Stochastic Processes: a Distribution-Based Estimation via the Smirnov Statistic 76
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 75
“Scaling Behaviour of Asset Returns via the Kolmogorov-Smirnov Goodness of Fit Test”, 75
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance 74
Fasi stabili e caotiche del mercato borsistico italiano: una procedura di discriminazione 74
"Pointwise Identification of the Multifractional Memory Function" 74
“Sulla Nozione di Rischio nei Processi Autoaffini” 74
Scaling Laws in Stock Markets. An analysis of prices and volumes. 73
Modelling Stock Price Movements: Multifractality or Multifractionality? 73
“Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?” 73
Moto browniano multifrazionario e dinamiche finanziarie 73
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture) 73
"La geometria frattale: l'applicazione all'analisi finanziaria" 72
Global asset return in pension funds: a dynamical risk analysis 72
"Su una strategia di trading in un mercato multifrattale" 72
"Pathwise Identification of the Memory Function of a Multifractional Market Model" 70
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 70
“A Distribution-Based Method for Evaluating Uniscaling in Finance” 68
Reconciling Multifractal and Multifractional Processes in Financial Modeling 67
Special Issue: Fractional Calculus and its Applications 67
Sustainability of a Pay-As-You-Go Pension System by Dynamic Immigration Control 66
Fractal stock markets: International evidence of dynamical (in)efficiency 66
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari 65
Testing Self-Similarity of Stochastic Processes 61
Fractal analysis of market (in)efficiency during the COVID-19 54
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 47
Stochastic dominance in the outer distributions of the α-efficiency domain 47
Modeling Stock Price Movements: Multifractality or Multifractionality? 31
null 28
Rough volatility via the Lamperti transform 5
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity 5
Totale 6.012
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Categoria #
all - tutte 21.061
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 21.061
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019278 0 0 0 0 0 0 0 0 0 0 72 206
2019/2020665 202 10 1 58 22 103 45 90 19 20 95 0
2020/2021676 84 9 77 76 3 105 4 74 12 100 35 97
2021/2022569 6 3 13 29 28 2 37 47 129 4 108 163
2022/20232.502 153 212 118 185 128 478 10 120 1.005 6 36 51
2023/2024417 51 21 32 13 26 85 18 84 74 13 0 0
Totale 6.012