IRIS
BIANCHI, Sergio
 Distribuzione geografica
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Continente #
EU - Europa 2.791
NA - Nord America 2.225
AS - Asia 853
SA - Sud America 5
AF - Africa 4
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 4
Totale 5.886
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Nazione #
US - Stati Uniti d'America 2.217
IE - Irlanda 870
CN - Cina 508
SE - Svezia 498
IT - Italia 442
UA - Ucraina 363
DE - Germania 346
TR - Turchia 194
GB - Regno Unito 87
SG - Singapore 77
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 6
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
CZ - Repubblica Ceca 1
ID - Indonesia 1
NO - Norvegia 1
PA - Panama 1
TN - Tunisia 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 5.886
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Città #
Dublin 870
Chandler 596
Jacksonville 277
Rome 245
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
Singapore 47
Pune 46
Los Angeles 45
Ogden 43
Seattle 41
Changsha 36
Kunming 33
Tianjin 33
Inglewood 30
Brussels 28
Des Moines 27
Hebei 27
Boardman 25
Milan 23
Shenyang 22
Vienna 22
Brandenburg 21
Jiaxing 19
New York 17
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
Santa Clara 3
Tappahannock 3
Amsterdam 2
Berlin 2
Bratislava 2
Bremen 2
Frankfurt am Main 2
Hefei 2
Lecco 2
London 2
Munich 2
Napoli 2
Rabat 2
Sabadell 2
Sant'Agapito 2
Shaoxing 2
Shenzhen 2
Staten Island 2
Taizhou 2
Zhengzhou 2
Andover 1
Anyang-si 1
Brno 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
Totale 3.917
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Nome #
Self-Similarity Parameter Estimation for k-dimensional Processes 131
Self-Similarity Parameter Estimation for k-dimensional Processes. 119
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 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 110
Assessing market (in)efficiency 109
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 104
Fast and unbiased estimator of the time-dependent Hurst exponent 101
Algoritmi per la generazione di rumori gaussiani frazionari discreti 95
Local Estimation of Stock Market Efficiency 93
Asset price modeling: from Fractional to Multifractional Processes 92
Empirical Evidence of Time-Dependent Memory in Stock Markets 91
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 91
Demographic dynamics for the pay-as-you-go pension system 90
Evaluation of Value at Risk by pointwise regularity of the price process 90
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 90
Modeling Stock Price Movements: Multifractality or Multifractionality? 88
Pointwise Regularity Exponents and Market Cross-Correlations 88
Multifractional processes in finance 88
Liquidity and Self-Similarity in the Distributions of the log price variations 87
Modeling and Simulation of Currency Exchange Rates using MPRE 86
“Some metric properties of the self-similar processes” 85
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics 85
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato 85
On a new technique for VAR estimation 85
"Multifrattalità nel mercato finanziario italiano?" 85
Fractal properties of some European electricity markets 85
Stochastic Modelling of the Italian Electricity Market: some empirical evidences 84
Su una classe di stimatori del parametro di autosimilarità delle distribuzioni di processi gaussiani correlati 83
Multifractality in Stock Markets: an empirical analysis 83
Financial Portfolio Selection in a Nonstationary Gaussian Framework 83
Modeling and simulation of currency exchange rates using MPRE 83
Un processo localmente stazionario per le dinamiche economiche 82
FMH: una verifica sul mercato italiano, 82
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 82
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 82
Multifractional Properties of financial time series: modelling and estimation 81
“On Estimating the Time-Changing Dependence in Economic and Financial Time Series”, 81
INVITED PLENARY LECTURE: Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices 81
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 81
Multiscaling in the distribution of the exchange rates 80
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets 80
A New Distribution-Based Test of Self-Similarity 80
Stock Returns Declustering Under Time Dependent Hölder Exponent 79
A DEMOGRAPHIC MODEL WITH MIGRATION FOR A PAYG PENSION SYSTEM 79
Investment risk in Pension Funds: a dynamical approach 78
Strumenti di orientamento professionale 78
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance 77
Testing Self-Affinity of Stock Returns 77
Self-Affine Stochastic Processes: a Distribution-Based Estimation via the Smirnov Statistic 77
Modelling Stock Price Movements: Multifractality or Multifractionality? 76
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 76
“Scaling Behaviour of Asset Returns via the Kolmogorov-Smirnov Goodness of Fit Test”, 76
Fasi stabili e caotiche del mercato borsistico italiano: una procedura di discriminazione 75
"Pointwise Identification of the Multifractional Memory Function" 75
“Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?” 75
“Sulla Nozione di Rischio nei Processi Autoaffini” 75
Scaling Laws in Stock Markets. An analysis of prices and volumes. 74
Moto browniano multifrazionario e dinamiche finanziarie 74
"La geometria frattale: l'applicazione all'analisi finanziaria" 74
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture) 74
Global asset return in pension funds: a dynamical risk analysis 73
"Su una strategia di trading in un mercato multifrattale" 73
"Pathwise Identification of the Memory Function of a Multifractional Market Model" 72
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 71
“A Distribution-Based Method for Evaluating Uniscaling in Finance” 69
Reconciling Multifractal and Multifractional Processes in Financial Modeling 68
Special Issue: Fractional Calculus and its Applications 68
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari 68
Sustainability of a Pay-As-You-Go Pension System by Dynamic Immigration Control 67
Fractal stock markets: International evidence of dynamical (in)efficiency 67
Testing Self-Similarity of Stochastic Processes 63
Fractal analysis of market (in)efficiency during the COVID-19 55
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 49
Stochastic dominance in the outer distributions of the α-efficiency domain 48
Modeling Stock Price Movements: Multifractality or Multifractionality? 33
null 28
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity 9
Rough volatility via the Lamperti transform 7
Totale 6.135
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Categoria #
all - tutte 23.856
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 23.856
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020463 0 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
2023/2024480 51 21 32 13 26 85 18 84 74 13 7 56
2024/202560 23 37 0 0 0 0 0 0 0 0 0 0
Totale 6.135