PIANESE, Augusto
PIANESE, Augusto
Dipartimento di Economia e Giurisprudenza
A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case
2016-01-01 Attias, Anna; Felice Arezzo, Maria; Pianese, Augusto; Varga, Zoltan
A distribution-based method to gauge market liquidity through scale invariance between investment horizons
2019-01-01 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano
A distribution-based method to gauge market liquidity through scale invariance between investment horizons
2020-01-01 Bianchi, S.; Pianese, A.; Frezza, M.
Assessing market (in)efficiency
2016-01-01 Bianchi, Sergio; Pianese, Augusto; Pantanella, Alexandre; Palazzo, Anna Maria
Asset price modeling: from Fractional to Multifractional Processes
2015-01-01 Bianchi, Sergio; Pianese, Augusto
Assistenza sanitaria e stato di salute: un modello econometrico per il rischio di astensione dalla normale attività
2005-01-01 Pianese, Augusto; Attias, A.
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality
2005-01-01 Bianchi, Sergio; Pianese, Augusto
Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system
2014-01-01 Pianese, Augusto; Attias, Anna; Varga, Zoltàn
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
Evaluation of Value at Risk by pointwise regularity of the price process
2005-01-01 Pianese, Augusto; Bianchi, Sergio
Fast and unbiased estimator of the time-dependent Hurst exponent
2018-01-01 Pianese, Augusto; Bianchi, Sergio; Palazzo, Anna Maria
Financial Portfolio Selection in a Nonstationary Gaussian Framework
2009-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
2022-01-01 Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto
Fractal analysis of market (in)efficiency during the COVID-19
2021-01-01 Frezza, Massimiliano; Bianchi, Sergio; Pianese, Augusto
Fractal properties of some European electricity markets
2010-01-01 Bianchi, Sergio; DE BELLIS, Iva; Pianese, Augusto
Liquidity and Self-Similarity in the Distributions of the log price variations
2016-01-01 Bianchi, Sergio; Pianese, Augusto; Manuel, Gámez
Local Estimation of Stock Market Efficiency
2012-01-01 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari
2020-01-01 Bianchi, Sergio; Frezza, Massimiliano; Pianese, Augusto
Minimum risk portfolios using MMAR
2009-01-01 Pianese, Augusto; Pantanella, Alexandre