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Publications

by members of

Dipartimento Istituzioni, Metodi Quantitativi e Territorio (DIMET)
Facoltà di Economia
Università degli Studi di Cassino
Cassino, Italy

(Department of Institutions, Quantitative Methods and Geography, Faculty of Economics, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

    2009

  1. Bianchi, Sergio & Pantanella, Alexandre & Pianese, Augusto, 2009. "Financial Portfolio Selection in a Nonstationary Gaussian Framework," Working Papers 2009/49, Universitatea Spiru Haret, Facultatea de Finante si Banci, Centrul de Cercetari Economico-Financiare Avansate. [Downloadable!]

    2008

  1. Sergio, Bianchi & Alessandro, Trudda, 2008. "Global Asset Return in Pension Funds: a dynamical risk analysis," MPRA Paper 12011, University Library of Munich, Germany, revised 14 Jun 2008. [Downloadable!]

    2004

  1. Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany. [Downloadable!]

    2001

  1. Sergio Bianchi, 2001. "A Distribution-Based Method For Evaluating Multiscaling In Finance," CeNDEF Workshop Papers, January 2001 4A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

Journal articles

    2008

  1. S. Bianchi & A. Pianese, 2008. "Multifractional Properties Of Stock Indices Decomposed By Filtering Their Pointwise Hã–Lder Regularity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(06), pages 567-595. [Downloadable!] (restricted)

    2007

  1. Sergio Bianchi & Augusto Pianese, 2007. "Modelling stock price movements: multifractality or multifractionality?," Quantitative Finance, Taylor and Francis Journals, vol. 7(3), pages 301-319. [Downloadable!] (restricted)

    2005

  1. Sergio Bianchi, 2005. "Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 255-281. [Downloadable!] (restricted)

    2004

  1. Angrisani, M., Attias, A., Bianchi, S. & Varga, Z., 2004. "Demographic dynamics for the pay-as-you-go pension system," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 15(4), pages 357-374.
Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal.

This page was last updated on 2009-11-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.