IRIS
BIANCHI, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 2.849
NA - Nord America 2.387
AS - Asia 899
SA - Sud America 6
AF - Africa 4
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 6.153
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Nazione #
US - Stati Uniti d'America 2.372
IE - Irlanda 870
CN - Cina 514
SE - Svezia 498
IT - Italia 446
DE - Germania 371
UA - Ucraina 363
TR - Turchia 194
SG - Singapore 115
GB - Regno Unito 99
FI - Finlandia 79
IN - India 55
BE - Belgio 35
FR - Francia 24
AT - Austria 22
RU - Federazione Russa 17
CA - Canada 14
VN - Vietnam 9
NL - Olanda 6
AU - Australia 4
EU - Europa 4
MY - Malesia 4
RO - Romania 4
DK - Danimarca 3
KR - Corea 3
LU - Lussemburgo 3
BR - Brasile 2
CL - Cile 2
CZ - Repubblica Ceca 2
ES - Italia 2
LT - Lituania 2
MA - Marocco 2
SK - Slovacchia (Repubblica Slovacca) 2
TH - Thailandia 2
AR - Argentina 1
ID - Indonesia 1
JO - Giordania 1
KG - Kirghizistan 1
NO - Norvegia 1
PA - Panama 1
TN - Tunisia 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 6.153
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Città #
Dublin 870
Chandler 596
Jacksonville 277
Rome 247
Izmir 188
Nanjing 169
Ann Arbor 103
Boardman 103
Wilmington 84
Singapore 81
Princeton 75
Woodbridge 75
Ashburn 73
Lawrence 73
Cassino 67
Beijing 56
Dearborn 55
Nanchang 54
Brooklyn 48
Pune 46
Los Angeles 45
Ogden 43
Seattle 41
Changsha 36
Brussels 35
Tianjin 34
Kunming 33
Inglewood 30
Des Moines 27
Hebei 27
Milan 23
Munich 23
Shenyang 22
Vienna 22
Brandenburg 21
Jiaxing 19
Santa Clara 19
New York 17
Helsinki 16
Verona 12
Auburn Hills 11
Gelsenkirchen 11
Toronto 11
Hangzhou 10
Changchun 9
Orange 9
Dong Ket 8
Lanzhou 8
London 8
San Francisco 7
Frankfurt am Main 5
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
Ottawa 3
Pisa 3
Tappahannock 3
Amsterdam 2
Berlin 2
Bratislava 2
Bremen 2
Hefei 2
Lappeenranta 2
Lecco 2
Napoli 2
Rabat 2
Sabadell 2
Sant'Agapito 2
Shaoxing 2
Shenzhen 2
Staten Island 2
São Paulo 2
Taizhou 2
Zhengzhou 2
Amman 1
Andover 1
Anshan 1
Anyang-si 1
Bishkek 1
Brno 1
Canberra 1
Castelnuovo Di Porto 1
Centro 1
Charlotte 1
Choctaw 1
Civitanova Marche 1
Copenhagen 1
Totale 4.099
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Nome #
Self-Similarity Parameter Estimation for k-dimensional Processes 140
Self-Similarity Parameter Estimation for k-dimensional Processes. 122
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 120
Assessing market (in)efficiency 117
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 115
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 109
Fast and unbiased estimator of the time-dependent Hurst exponent 109
Asset price modeling: from Fractional to Multifractional Processes 100
Algoritmi per la generazione di rumori gaussiani frazionari discreti 99
Local Estimation of Stock Market Efficiency 98
Empirical Evidence of Time-Dependent Memory in Stock Markets 95
Evaluation of Value at Risk by pointwise regularity of the price process 95
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 94
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 94
Liquidity and Self-Similarity in the Distributions of the log price variations 94
Demographic dynamics for the pay-as-you-go pension system 93
Fractal properties of some European electricity markets 91
Pointwise Regularity Exponents and Market Cross-Correlations 91
Modeling Stock Price Movements: Multifractality or Multifractionality? 90
Multifractional processes in finance 90
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics 89
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato 89
Modeling and Simulation of Currency Exchange Rates using MPRE 89
"Multifrattalità nel mercato finanziario italiano?" 88
“Some metric properties of the self-similar processes” 87
On a new technique for VAR estimation 87
Stochastic Modelling of the Italian Electricity Market: some empirical evidences 87
Modeling and simulation of currency exchange rates using MPRE 87
FMH: una verifica sul mercato italiano, 86
Financial Portfolio Selection in a Nonstationary Gaussian Framework 86
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 86
Un processo localmente stazionario per le dinamiche economiche 85
Su una classe di stimatori del parametro di autosimilarità delle distribuzioni di processi gaussiani correlati 85
Multifractality in Stock Markets: an empirical analysis 85
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 85
Multifractional Properties of financial time series: modelling and estimation 84
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets 84
INVITED PLENARY LECTURE: Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices 84
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 84
“On Estimating the Time-Changing Dependence in Economic and Financial Time Series”, 83
Stock Returns Declustering Under Time Dependent Hölder Exponent 83
A New Distribution-Based Test of Self-Similarity 83
Multiscaling in the distribution of the exchange rates 82
A DEMOGRAPHIC MODEL WITH MIGRATION FOR A PAYG PENSION SYSTEM 82
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance 81
Investment risk in Pension Funds: a dynamical approach 80
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 80
Strumenti di orientamento professionale 80
Self-Affine Stochastic Processes: a Distribution-Based Estimation via the Smirnov Statistic 79
Modelling Stock Price Movements: Multifractality or Multifractionality? 78
Fasi stabili e caotiche del mercato borsistico italiano: una procedura di discriminazione 78
"Pointwise Identification of the Multifractional Memory Function" 78
“Sulla Nozione di Rischio nei Processi Autoaffini” 78
"La geometria frattale: l'applicazione all'analisi finanziaria" 78
Testing Self-Affinity of Stock Returns 78
“Scaling Behaviour of Asset Returns via the Kolmogorov-Smirnov Goodness of Fit Test”, 78
Scaling Laws in Stock Markets. An analysis of prices and volumes. 77
“Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?” 76
Moto browniano multifrazionario e dinamiche finanziarie 76
Global asset return in pension funds: a dynamical risk analysis 76
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture) 76
"Su una strategia di trading in un mercato multifrattale" 76
"Pathwise Identification of the Memory Function of a Multifractional Market Model" 75
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 74
“A Distribution-Based Method for Evaluating Uniscaling in Finance” 71
Fractal stock markets: International evidence of dynamical (in)efficiency 71
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari 71
Reconciling Multifractal and Multifractional Processes in Financial Modeling 70
Special Issue: Fractional Calculus and its Applications 70
Sustainability of a Pay-As-You-Go Pension System by Dynamic Immigration Control 69
Testing Self-Similarity of Stochastic Processes 65
Fractal analysis of market (in)efficiency during the COVID-19 59
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 52
Stochastic dominance in the outer distributions of the α-efficiency domain 52
Modeling Stock Price Movements: Multifractality or Multifractionality? 35
null 28
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity 16
Rough volatility via the Lamperti transform 11
Fair Volatility in the Fractional Stochastic Regularity Model 7
Totale 6.405
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Categoria #
all - tutte 27.830
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 27.830
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020372 0 0 0 0 0 103 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
2023/2024480 51 21 32 13 26 85 18 84 74 13 7 56
2024/2025330 23 37 95 25 143 7 0 0 0 0 0 0
Totale 6.405