IRIS
BIANCHI, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 3.129
NA - Nord America 2.392
AS - Asia 1.178
SA - Sud America 6
AF - Africa 4
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 6.717
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Nazione #
US - Stati Uniti d'America 2.376
IE - Irlanda 870
CN - Cina 514
SE - Svezia 498
IT - Italia 448
DE - Germania 371
UA - Ucraina 363
RU - Federazione Russa 293
SG - Singapore 251
TR - Turchia 194
HK - Hong Kong 143
GB - Regno Unito 99
FI - Finlandia 79
IN - India 55
BE - Belgio 35
FR - Francia 24
AT - Austria 22
CA - Canada 14
VN - Vietnam 9
NL - Olanda 7
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
CH - Svizzera 1
ID - Indonesia 1
JO - Giordania 1
KG - Kirghizistan 1
MX - Messico 1
NO - Norvegia 1
PA - Panama 1
TN - Tunisia 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 6.717
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Città #
Dublin 870
Chandler 596
Jacksonville 277
Rome 247
Izmir 188
Nanjing 169
Hong Kong 143
Singapore 110
Ann Arbor 103
Boardman 103
Wilmington 84
Princeton 75
Woodbridge 75
Ashburn 74
Lawrence 73
Cassino 67
Beijing 56
Dearborn 55
Nanchang 54
Moscow 50
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
Santa Clara 20
Jiaxing 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
Assago 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
Totale 4.322
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Nome #
Self-Similarity Parameter Estimation for k-dimensional Processes 149
Self-Similarity Parameter Estimation for k-dimensional Processes. 135
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 129
Assessing market (in)efficiency 126
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 124
Fast and unbiased estimator of the time-dependent Hurst exponent 118
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 117
Algoritmi per la generazione di rumori gaussiani frazionari discreti 109
Local Estimation of Stock Market Efficiency 107
Asset price modeling: from Fractional to Multifractional Processes 105
Empirical Evidence of Time-Dependent Memory in Stock Markets 103
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 101
Fractal properties of some European electricity markets 101
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 101
Liquidity and Self-Similarity in the Distributions of the log price variations 100
Evaluation of Value at Risk by pointwise regularity of the price process 99
Pointwise Regularity Exponents and Market Cross-Correlations 99
Demographic dynamics for the pay-as-you-go pension system 98
Modeling Stock Price Movements: Multifractality or Multifractionality? 97
Multifractional processes in finance 97
“Some metric properties of the self-similar processes” 96
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato 95
"Multifrattalità nel mercato finanziario italiano?" 95
Modeling and Simulation of Currency Exchange Rates using MPRE 95
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 95
Su una classe di stimatori del parametro di autosimilarità delle distribuzioni di processi gaussiani correlati 94
Modeling and simulation of currency exchange rates using MPRE 94
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics 93
FMH: una verifica sul mercato italiano, 93
Stochastic Modelling of the Italian Electricity Market: some empirical evidences 93
Financial Portfolio Selection in a Nonstationary Gaussian Framework 93
Un processo localmente stazionario per le dinamiche economiche 92
“On Estimating the Time-Changing Dependence in Economic and Financial Time Series”, 92
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets 92
Multifractional Properties of financial time series: modelling and estimation 91
On a new technique for VAR estimation 91
Multifractality in Stock Markets: an empirical analysis 91
Stock Returns Declustering Under Time Dependent Hölder Exponent 91
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 91
INVITED PLENARY LECTURE: Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices 90
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 90
A DEMOGRAPHIC MODEL WITH MIGRATION FOR A PAYG PENSION SYSTEM 90
Multiscaling in the distribution of the exchange rates 88
Self-Affine Stochastic Processes: a Distribution-Based Estimation via the Smirnov Statistic 88
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance 87
Fasi stabili e caotiche del mercato borsistico italiano: una procedura di discriminazione 87
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 87
A New Distribution-Based Test of Self-Similarity 87
Testing Self-Affinity of Stock Returns 87
“Sulla Nozione di Rischio nei Processi Autoaffini” 86
Investment risk in Pension Funds: a dynamical approach 86
"La geometria frattale: l'applicazione all'analisi finanziaria" 86
Strumenti di orientamento professionale 86
Modelling Stock Price Movements: Multifractality or Multifractionality? 85
Moto browniano multifrazionario e dinamiche finanziarie 85
Scaling Laws in Stock Markets. An analysis of prices and volumes. 84
“Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?” 84
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture) 83
“Scaling Behaviour of Asset Returns via the Kolmogorov-Smirnov Goodness of Fit Test”, 83
"Pointwise Identification of the Multifractional Memory Function" 82
"Su una strategia di trading in un mercato multifrattale" 82
"Pathwise Identification of the Memory Function of a Multifractional Market Model" 80
Global asset return in pension funds: a dynamical risk analysis 80
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 80
“A Distribution-Based Method for Evaluating Uniscaling in Finance” 79
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari 79
Special Issue: Fractional Calculus and its Applications 78
Sustainability of a Pay-As-You-Go Pension System by Dynamic Immigration Control 77
Fractal stock markets: International evidence of dynamical (in)efficiency 76
Reconciling Multifractal and Multifractional Processes in Financial Modeling 75
Testing Self-Similarity of Stochastic Processes 73
Fractal analysis of market (in)efficiency during the COVID-19 65
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 63
Stochastic dominance in the outer distributions of the α-efficiency domain 62
Modeling Stock Price Movements: Multifractality or Multifractionality? 42
null 28
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity 27
Fair Volatility in the Fractional Stochastic Regularity Model 18
Rough volatility via the Lamperti transform 18
Totale 6.975
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Categoria #
all - tutte 30.904
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 30.904
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020115 0 0 0 0 0 0 0 0 0 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
2024/2025900 23 37 95 25 143 9 163 70 333 2 0 0
Totale 6.975