Augusto Pianese

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Augusto Pianese trusts overall

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

  1. David W. Scott
  2. Sergio Bianchi
  3. Antoine Ayache

Papers from Augusto Pianese's perspective

Ordered by how strongly the researchers Augusto Pianese 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. Empirical properties of asset returns: stylized facts and statistical issues
  4. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
  5. Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance
  6. On roughness indices for fractional fields
  7. HURST EXPONENT ESTIMATION OF LOCALLY SELF-SIMILAR GAUSSIAN PROCESSES USING SAMPLE QUANTILES
  8. Identification of the Hurst Index of a Step Fractional Brownian Motion
  9. Time-varying Hurst exponent for US stock markets
  10. On optimal and data based histograms

Their papers