Filippo Petroni : Citation Profile


Are you Filippo Petroni?

Università degli Studi di Cagliari

6

H index

1

i10 index

69

Citations

RESEARCH PRODUCTION:

16

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 5
   Journals where Filippo Petroni has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (10.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe725
   Updated: 2018-09-15    RAS profile: 2015-05-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Filippo Petroni.

Is cited by:

Isphording, Ingo (6)

Otten, Sebastian (3)

Piopiunik, Marc (3)

ausloos, marcel (3)

Rodriguez-Planas, Núria (3)

Gören, Erkan (2)

Barreira da Silva Rocha, André (2)

ILEANU, BOGDAN (2)

Eling, Martin (1)

Denk, Oliver (1)

Giannoccolo, Pierpaolo (1)

Cites to:

Scalas, Enrico (9)

Raberto, Marco (8)

Dacorogna, Michel (5)

Olsen, Richard (5)

ausloos, marcel (4)

Iannaccone, Laurence (2)

Stiroh, Kevin (1)

Molyneux, Philip (1)

Guillen, Montserrat (1)

Morgan, Donald (1)

Engle, Robert (1)

Main data


Where Filippo Petroni has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications12
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9

Recent works citing Filippo Petroni (2018 and 2017)


YearTitle of citing document
2017Multi-state models for evaluating conversion options in life insurance. (2017). D'Amico, Guglielmo ; Petroni, Filippo ; Manca, Raimondo ; Guillen, Montserrat. In: Papers. RePEc:arx:papers:1707.01028.

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2017A new approach to the modeling of financial volumes. (2017). D'Amico, Guglielmo ; Petroni, Filippo. In: Papers. RePEc:arx:papers:1709.05823.

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2018Indexed Markov Chains for financial data: testing for the number of states of the index process. (2018). D'Amico, Guglielmo ; Petroni, Filippo ; Lika, Ada. In: Papers. RePEc:arx:papers:1802.01540.

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2018Modeling stock markets through the reconstruction of market processes. (2018). Rodrigues, Joao Pedro. In: Papers. RePEc:arx:papers:1803.06653.

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2018Copula based multivariate semi-Markov models with applications in high-frequency finance. (2018). Damico, Guglielmo ; Petroni, Filippo. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:765-777.

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2017Do we need bigger Islamic banks? An assessment of bank stability. (2017). Rizvi, Syed Aun R. ; Ibrahim, Mansor ; Aun, Syed . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:77-91.

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2017Insuring wind energy production. (2017). Prattico, Flavio ; Damico, Guglielmo ; Petroni, Filippo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:542-553.

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2017From language identification to language distance. (2017). Gamallo, Pablo ; Alegria, Iaki ; Pichel, Jose Ramom . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:152-162.

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2017Distribution and availability for aggregated second-order semi-Markov ternary system with working time omission. (2017). Cui, Lirong ; Yi, HE. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:166:y:2017:i:c:p:50-60.

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2018A review of uncertainty characterisation approaches for the optimal design of distributed energy systems. (2018). Mavromatidis, Georgios ; Carmeliet, Jan ; Orehounig, Kristina. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:88:y:2018:i:c:p:258-277.

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2018Linguistic Distance, Languages of Work and Wages of Immigrants in Montreal. (2018). Grenier, Gilles ; Gray, David ; Bousmah, Ibrahim. In: Working Papers. RePEc:ott:wpaper:1805e.

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Works by Filippo Petroni:


YearTitleTypeCited
2007Effectiveness of Measures of Performance During Speculative Bubbles In: Papers.
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2008Effectiveness of measures of performance during speculative bubbles.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2011A semi-Markov model for price returns In: Papers.
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2012A semi-Markov model for price returns.(2012) In: Physica A: Statistical Mechanics and its Applications.
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article
2011A semi-Markov model with memory for price changes In: Papers.
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paper8
2012Weighted-indexed semi-Markov models for modeling financial returns In: Papers.
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paper7
2013Multivariate high-frequency financial data via semi-Markov processes In: Papers.
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paper1
2013Semi-Markov Models in High Frequency Finance: A Review In: Papers.
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paper0
2015Tornadoes and related damage costs: statistical modeling with a semi-Markov approach In: Papers.
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2015Observability of Market Daily Volatility In: Papers.
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2004Inverse Statistics in the Foreign Exchange Market In: Papers.
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paper2
2004Inverse statistics in the foreign exchange market.(2004) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 2
article
2004Real prices from spot foreign exchange market In: Physica A: Statistical Mechanics and its Applications.
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article1
2006A Markov model of financial returns In: Physica A: Statistical Mechanics and its Applications.
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article0
2007Tsallis non-extensive statistical mechanics of El Niño southern oscillation index In: Physica A: Statistical Mechanics and its Applications.
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article0
2007Generating synthetic time series from Bak–Sneppen co-evolution model mixtures In: Physica A: Statistical Mechanics and its Applications.
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article2
2008High frequency intrinsic modes in El Niño/Southern Oscillation Index In: Physica A: Statistical Mechanics and its Applications.
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2009Statistical dynamics of religion evolutions In: Physica A: Statistical Mechanics and its Applications.
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article9
2010Measures of lexical distance between languages In: Physica A: Statistical Mechanics and its Applications.
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article11
2013First and second order semi-Markov chains for wind speed modeling In: Physica A: Statistical Mechanics and its Applications.
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article7
2014Wind speed and energy forecasting at different time scales: A nonparametric approach In: Physica A: Statistical Mechanics and its Applications.
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article8
2003Spot foreign exchange market and time series In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article0
2006Investment strategies and hidden variables In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2015A test for the too-big-to-fail hypothesis for European banks during the financial crisis In: Applied Economics.
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article2
2013Wind speed modeled as an indexed semi‐Markov process In: Environmetrics.
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article5

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