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- Bianchi, Sergio & Pantanella, Alexandre & Pianese, Augusto, 2009. "Financial Portfolio Selection in a Nonstationary Gaussian Framework," Papers 2009/49, Osterreichish-Rumanischer Akademischer Verein.
- 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.
- Bianchi, Sergio, 2004. "A new distribution-based test of self-similarity," MPRA Paper 16640, University Library of Munich, Germany.
- 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.
- Bianchi, Sergio & Pianese, Augusto, 2014. "Multifractional processes in finance," Risk and Decision Analysis, IOS Press, issue 5, pages 1-22.
- S. Bianchi & A. Pantanella & A. Pianese, 2013. "Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1317-1330, July.
- Sergio Bianchi & Iva De Bellis & Augusto Pianese, 2010. "Fractal properties of some European electricity markets," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(4), pages 395-421.
- Sergio Bianchi & Augusto Pianese, 2007. "Modelling stock price movements: multifractality or multifractionality?," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 301-319.
- Sergio Bianchi, 2005. "A cautionary note on the detection of multifractal scaling in finance and economics," Applied Economics Letters, Taylor & Francis Journals, vol. 12(12), pages 775-780.
- 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.
RePEc:wsi:ijtafx:v:11:y:2008:i:06:p:567-595 is not listed on IDEAS
RePEc:wsi:ijtafx:v:08:y:2005:i:02:p:255-281 is not listed on IDEAS
RePEc:wsi:acsxxx:v:18:y:2015:i:01:p:1550001-1-1550001-29 is not listed on IDEAS
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