PANTANELLA, ALEXANDRE

PANTANELLA, ALEXANDRE  

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Titolo Data di pubblicazione Autore(i) File
Assessing market (in)efficiency 1-gen-2016 Bianchi, Sergio; Pianese, Augusto; Pantanella, Alexandre; Palazzo, Anna Maria
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 1-gen-2011 Bianchi, Sergio; Pantanella, Alexandre
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 1-gen-2011 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 1-gen-2015 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Financial Portfolio Selection in a Nonstationary Gaussian Framework 1-gen-2009 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Local Estimation of Stock Market Efficiency 1-gen-2012 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Minimum risk portfolios using MMAR 1-gen-2009 Pianese, Augusto; Pantanella, Alexandre
Modeling and Simulation of Currency Exchange Rates using MPRE 1-gen-2010 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Modeling and simulation of currency exchange rates using MPRE 1-gen-2012 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 1-gen-2013 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Pointwise Regularity Exponents and Market Cross-Correlations 1-gen-2010 Bianchi, Sergio; Pantanella, Alexandre
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets 1-gen-2011 Bianchi, Sergio; Pantanella, Alexandre
Price dynamics and representativeness of Stock Indices: a local memory-based analysis 1-gen-2011 Palazzo, Anna Maria; Pantanella, Alexandre
Self-Similarity Parameter Estimation for k-dimensional Processes 1-gen-2011 Bianchi, Sergio; Palazzo, Anna Maria; Pantanella, Alexandre; Pianese, Augusto
Self-Similarity Parameter Estimation for k-dimensional Processes. 1-gen-2013 Bianchi, Sergio; Palazzo, Anna Maria; Pantanella, Alexandre; Pianese, Augusto
Stock Returns Declustering Under Time Dependent Hölder Exponent 1-gen-2011 Bianchi, Sergio; Pantanella, Alexandre