| Titolo |
Pubblicato in |
Anno |
| Liquidity, Efficiency and the 2007-2008 Global Financial Crisis |
ANNALS OF ECONOMICS AND FINANCE |
2018 |
| Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets |
CHAOS, SOLITONS AND FRACTALS |
2018 |
| Fast and unbiased estimator of the time-dependent Hurst exponent |
CHAOS |
2018 |
| A demographic model with migration for a PAYG pension system |
Working Papers MEMOTEF |
2017 |
| Fractal stock markets: International evidence of dynamical (in)efficiency |
CHAOS |
2017 |
| Analisi delle ricadute PET sul territorio della provincia di Frosinone e relativa individuazione del fabbisogno formativo. Nuove figure professionali nell'ambito del fabbisogno formativo |
Analisi delle ricadute PET sul territorio della provincia di Frosinone e relativa individuazione del fabbisogno formativo. Nuove figure professionali nell'ambito del fabbisogno formativo |
2017 |
| Assessing market (in)efficiency |
Colloque MAF 2016 |
2016 |
| Liquidity and Self-Similarity in the Distributions of the log price variations |
Proceedings of the 7th Annual Financial Market Liquidity Conference |
2016 |
| Asset price modeling: from Fractional to Multifractional Processes |
Future Perspectives in Risk Models and Finance |
2015 |
| Efficient markets and behavioral finance: a comprehensive multifractional model |
ADVANCES IN COMPLEX SYSTEM |
2015 |
