Sergio Bianchi

Economics and Econometrics · 2005–2013

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Sergio Bianchi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jean‐François Coeurjolly
  2. David W. Scott
  3. Antoine Ayache
  4. Andrew W. Lo
  5. Murad S. Taqqu
  6. Rama Cont
  7. Jean‐Marc Bardet
  8. Serge Cohen
  9. Don Keim
  10. Gennady Samorodnitsky

Who trusts Sergio Bianchi overall

  1. Matthieu Garcin
  2. Ayoub Ammy-Driss
  3. Alexandre Pantanella
  4. Augusto Pianese

Papers from Sergio Bianchi's perspective

Ordered by how strongly the researchers Sergio Bianchi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MULTIFRACTIONAL PROCESSES WITH RANDOM EXPONENT
  2. Arbitrage with fractional Brownian motion
  3. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  4. Empirical properties of asset returns: stylized facts and statistical issues
  5. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
  6. Generators of long-range dependent processes: A survey
  7. Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance
  8. On roughness indices for fractional fields
  9. HURST EXPONENT ESTIMATION OF LOCALLY SELF-SIMILAR GAUSSIAN PROCESSES USING SAMPLE QUANTILES
  10. Identification of the Hurst Index of a Step Fractional Brownian Motion

Their papers