4
H index
1
i10 index
48
Citations
Sergio Bianchi : Citation Profile
Università degli Studi di Cassino e del Lazio Meridionale | RESEARCH PRODUCTION: 6 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2001 - 2014). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sergio Bianchi. | Is cited by:
| Cites to:
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Main data
Where Sergio Bianchi has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Sergio Bianchi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A multifractional option pricing formula. (2023). Araneda, Axel A. In: Papers. RePEc:arx:papers:2303.16314. Full description at Econpapers || Download paper |
| 2023 | Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514. Full description at Econpapers || Download paper |
Works by Sergio Bianchi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | A Distribution-Based Method For Evaluating Multiscaling In Finance In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
| 2004 | Demographic dynamics for the pay-as-you-go pension system In: Pure Mathematics and Applications. [Citation analysis] | article | 8 |
| 2010 | Fractal properties of some European electricity markets In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 0 |
| 2008 | Global Asset Return in Pension Funds: a dynamical risk analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2004 | A new distribution-based test of self-similarity In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Multifractional processes in finance In: Risk and Decision Analysis. [Citation analysis] | article | 8 |
| 2009 | Financial Portfolio Selection in a Nonstationary Gaussian Framework In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | A cautionary note on the detection of multifractal scaling in finance and economics In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity In: Quantitative Finance. [Full Text][Citation analysis] | article | 17 |
| 2007 | Modelling stock price movements: multifractality or multifractionality? In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team