Augusto Pianese

Available identifiers

Publication	Date of Publication	Type
Rough volatility via the Lamperti transform	2023-11-01	Paper
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity	2023-04-21	Paper
Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process	2022-04-20	Paper
On the asymptotic equilibrium of a population system with migration	2020-08-03	Paper
The optimal rate of return for defined contribution pension systems in a stochastic framework	2020-02-26	Paper
Multifractional processes in finance	2019-03-12	Paper
Fast and unbiased estimator of the time-dependent Hurst exponent	2018-06-13	Paper
Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets	2018-06-07	Paper
A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q2804710	2016-05-04	Paper
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity	2014-02-20	Paper
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY	2011-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q5448379	2008-03-20	Paper
Modelling stock price movements: multifractality or multifractionality?	2007-10-09	Paper
https://portal.mardi4nfdi.de/entity/Q3977424	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3835161	1988-01-01	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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