| Pathwise identification of the memory function of multifractional Brownian motion with application to finance S Bianchi International journal of theoretical and applied finance 8 (02), 255-281, 2005 | 109 | 2005 |
| Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity S Bianchi, A Pantanella, A Pianese Quantitative finance 13 (8), 1317-1330, 2013 | 97 | 2013 |
| Fractal analysis of market (in) efficiency during the COVID-19 M Frezza, S Bianchi, A Pianese Finance Research Letters 38, 101851, 2021 | 44 | 2021 |
| Multifractional properties of stock indices decomposed by filtering their pointwise Hölder regularity S Bianchi, A Pianese International Journal of Theoretical and Applied Finance 11 (06), 567-595, 2008 | 43 | 2008 |
| Time-varying Hurst–Hölder exponents and the dynamics of (in) efficiency in stock markets S Bianchi, A Pianese Chaos, solitons & fractals 109, 64-75, 2018 | 41 | 2018 |
| Modelling stock price movements: multifractality or multifractionality? S Bianchi, A Pianese Quantitative Finance 7 (3), 301-319, 2007 | 33 | 2007 |
| Efficient markets and behavioral finance: A comprehensive multifractional model S Bianchi, A Pantanella, A Pianese Advances in complex systems 18 (01n02), 1550001, 2015 | 31 | 2015 |
| Multifractional processes in finance S Bianchi, A Pianese Risk and Decision Analysis 5 (1), 1-22, 2014 | 28 | 2014 |
| Sustainability of a pay-as-you-go pension system by dynamic immigration control M Angrisani, A Attias, S Bianchi, Z Varga Applied mathematics and computation 219 (5), 2442-2452, 2012 | 24 | 2012 |
| Fast and unbiased estimator of the time-dependent Hurst exponent A Pianese, S Bianchi, AM Palazzo Chaos: an interdisciplinary journal of nonlinear science 28 (3), 2018 | 23 | 2018 |
| Fractal stock markets: International evidence of dynamical (in) efficiency S Bianchi, M Frezza Chaos: an interdisciplinary journal of nonlinear science 27 (7), 2017 | 23 | 2017 |
| Modeling and simulation of currency exchange rates using MPRE S Bianchi, A Pantanella, A Pianese 2010 International Conference on Modeling, Simulation and Control, 148-153, 2011 | 19 | 2011 |
| Pointwise regularity exponents and market cross-correlations S Bianchi, A Pantanella International review of business research papers 6 (2), 39-51, 2010 | 19 | 2010 |
| Demographic dynamics for the pay-as-you-go pension system M Angrisani, A Attias, S Bianchi, Z Varga Pure Mathematics and Applications 15 (4), 357-374, 2004 | 19 | 2004 |
| Pointwise regularity exponents and well-behaved residuals in stock markets S Bianchi, A Pantanella International journal of trade, economics and finance 2 (1), 52-60, 2011 | 15 | 2011 |
| A cautionary note on the detection of multifractal scaling in finance and economics S Bianchi Applied Economics Letters 12 (12), 775-780, 2005 | 14 | 2005 |
| A new distribution-based test of self-similarity S Bianchi Fractals 12 (03), 331-346, 2004 | 11 | 2004 |
| Asset price modeling: From fractional to multifractional processes S Bianchi, A Pianese Future perspectives in risk models and finance, 247-285, 2014 | 10 | 2014 |
| Global asset return in pension funds: a dynamical risk analysis S Bianchi, A Trudda Mathematical Methods in Economics and Finance 3 (2), 1-16, 2008 | 8 | 2008 |
| Fractal properties of some European electricity markets S Bianchi, I De Bellis, A Pianese International Journal of Financial Markets and Derivatives 1 (4), 395-421, 2010 | 6 | 2010 |
ZOLTAN VARGA .MATE, Hungarian University of Agriculture and Life SciencesVerified email at uni-mate.hu
