PANTANELLA, ALEXANDRE
PANTANELLA, ALEXANDRE
Assessing market (in)efficiency
2016-01-01 Bianchi, Sergio; Pianese, Augusto; Pantanella, Alexandre; Palazzo, Anna Maria
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL
2015-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Financial Portfolio Selection in a Nonstationary Gaussian Framework
2009-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Local Estimation of Stock Market Efficiency
2012-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Minimum risk portfolios using MMAR
2009-01-01 Pianese, Augusto; Pantanella, Alexandre
Modeling and simulation of currency exchange rates using MPRE
2012-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Modeling and Simulation of Currency Exchange Rates using MPRE
2010-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
2013-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Pointwise Regularity Exponents and Market Cross-Correlations
2010-01-01 Bianchi, Sergio; Pantanella, Alexandre
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre
Price dynamics and representativeness of Stock Indices: a local memory-based analysis
2011-01-01 Palazzo, Anna Maria; Pantanella, Alexandre
Self-Similarity Parameter Estimation for k-dimensional Processes
2011-01-01 Bianchi, Sergio; Palazzo, Anna Maria; Pantanella, Alexandre; Pianese, Augusto
Self-Similarity Parameter Estimation for k-dimensional Processes.
2013-01-01 Bianchi, Sergio; Palazzo, Anna Maria; Pantanella, Alexandre; Pianese, Augusto
Stock Returns Declustering Under Time Dependent Hölder Exponent
2011-01-01 Bianchi, Sergio; Pantanella, Alexandre