Filippo Petroni : Citation Profile


Are you Filippo Petroni?

Università degli Studi di Cagliari

5

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

16

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 4
   Journals where Filippo Petroni has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (12.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe725
   Updated: 2017-10-21    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)

ausloos, marcel (3)

Piopiunik, Marc (3)

Otten, Sebastian (3)

Rodriguez-Planas, Núria (3)

Gören, Erkan (2)

Barreira da Silva Rocha, André (2)

Denk, Oliver (1)

Giannoccolo, Pierpaolo (1)

Hoeller, Peter (1)

Biondi, Yuri (1)

Cites to:

Scalas, Enrico (9)

Raberto, Marco (8)

Dacorogna, Michel (5)

Olsen, Richard (5)

ausloos, marcel (4)

Iannaccone, Laurence (2)

ormerod, paul (1)

Granger, Clive (1)

pagan, adrian (1)

Guillen, Montserrat (1)

Bollerslev, Tim (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 (2017 and 2016)


YearTitle of citing document
2016Generalized semi-Markovian dividend discount model: risk and return. (2016). D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1605.02472.

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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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2016A self-adaptive evolutionary fuzzy model for load forecasting problems on smart grid environment. (2016). Coelho, Vitor N ; Guimares, Frederico G ; Enayatifar, Rasul . In: Applied Energy. RePEc:eee:appene:v:169:y:2016:i:c:p:567-584.

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2016Speaking in numbers: The effect of reading performance on math performance among immigrants. (2016). Rodriguez-Planas, Núria ; Piopiunik, Marc ; Isphording, Ingo. In: Economics Letters. RePEc:eee:ecolet:v:139:y:2016:i:c:p:52-56.

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2017Do we need bigger Islamic banks? An assessment of bank stability. (2017). 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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2016Activist model of political party growth. (2016). Wyburn, John ; Jeffs, Rebecca A ; Hayward, John ; Roach, Paul A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:442:y:2016:i:c:p:359-372.

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2016Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques. (2016). Lahmiri, Salim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:388-396.

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2016Observability of market daily volatility. (2016). Serva, Maurizio ; Petroni, Filippo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:838-842.

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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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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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2011A semi-Markov model with memory for price changes In: Papers.
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2012Weighted-indexed semi-Markov models for modeling financial returns In: Papers.
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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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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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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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article10
2013First and second order semi-Markov chains for wind speed modeling In: Physica A: Statistical Mechanics and its Applications.
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article4
2014Wind speed and energy forecasting at different time scales: A nonparametric approach In: Physica A: Statistical Mechanics and its Applications.
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2003Spot foreign exchange market and time series In: The European Physical Journal B: Condensed Matter and Complex Systems.
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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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article4

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