PIANESE, Augusto

PIANESE, Augusto  

Dipartimento di Economia e Giurisprudenza  

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Risultati 1 - 20 di 42 (tempo di esecuzione: 0.022 secondi).
Titolo Data di pubblicazione Autore(i) File
Assessing market (in)efficiency 1-gen-2016 Bianchi, Sergio; Pianese, Augusto; Pantanella, Alexandre; Palazzo, Anna Maria
Asset price modeling: from Fractional to Multifractional Processes 1-gen-2015 Bianchi, Sergio; Pianese, Augusto
Assistenza sanitaria e stato di salute: un modello econometrico per il rischio di astensione dalla normale attività 1-gen-2005 Pianese, Augusto; Attias, A.
A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case 1-gen-2016 Attias, Anna; Arezzo, Maria Felice; Pianese, Augusto; Varga, Zoltan
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 1-gen-2005 Bianchi, Sergio; Pianese, Augusto
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 1-gen-2019 Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 1-gen-2020 Bianchi, S.; Pianese, A.; Frezza, M.
Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system 1-gen-2014 Pianese, Augusto; Attias, Anna; Varga, Zoltàn
The effective rate of return for defined contribution pension systems in a stochastic framework 1-gen-2015 Angrisani, Massimo; Di Nella, Giovanni; DI PALO, Cinzia; Pianese, Augusto
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
Evaluation of Value at Risk by pointwise regularity of the price process 1-gen-2005 Pianese, Augusto; Bianchi, Sergio
Fast and unbiased estimator of the time-dependent Hurst exponent 1-gen-2018 Pianese, Augusto; Bianchi, Sergio; Palazzo, Anna Maria
Financial Portfolio Selection in a Nonstationary Gaussian Framework 1-gen-2009 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 1-gen-2021 Frezza, M.; Bianchi, S.; Pianese, A.
Fractal analysis of market (in)efficiency during the COVID-19 1-gen-2021 Frezza, M.; Bianchi, S.; Pianese, A.
Fractal properties of some European electricity markets 1-gen-2010 Bianchi, Sergio; DE BELLIS, Iva; Pianese, Augusto
Liquidity and Self-Similarity in the Distributions of the log price variations 1-gen-2016 Bianchi, Sergio; Pianese, Augusto; Manuel, Gámez
Local Estimation of Stock Market Efficiency 1-gen-2012 Bianchi, Sergio; Pantanella, Alexandre; Pianese, Augusto
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari 1-gen-2020 Bianchi, Sergio; Frezza, Massimiliano; Pianese, Augusto