11573/1771206 - 2026 -
When is volatility fair? Hölder regularity and financial risk Bianchi, Sergio; Angelini, Daniele - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS AND COMPUTATION (New York: Elsevier [etc.]) pp. - - issn: 0096-3003 - wos: (0) - scopus: (0)
11573/1771206 - 2026 -
When is volatility fair? Hölder regularity and financial risk Bianchi, Sergio; Angelini, Daniele - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS AND COMPUTATION (New York: Elsevier [etc.]) pp. - - issn: 0096-3003 - wos: (0) - scopus: (0)
11573/1742884 - 2025 -
A new tool to detect financial data scaling Bianchi, S.; Pianese, A.; Frezza, M.; Angelini, D. - 01a Articolo in rivista
rivista: FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS (Lausanne : Frontiers Media S.A., 2015-) pp. - - issn: 2297-4687 - wos: WOS:001435085200001 (0) - scopus: 2-s2.0-85219473044 (0)
11573/1746759 - 2025 -
Kolmogorov–Smirnov estimation of self-similarity in long-range dependent fractional processes Angelini, Daniele; Bianchi, Sergio - 01a Articolo in rivista
rivista: PHYSICA D-NONLINEAR PHENOMENA (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0167-2789 - wos: (0) - scopus: (0)
11573/1758216 - 2025 -
Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution Bianchi, Sergio; Angelini, Daniele - 02a Capitolo o Articolo
libro: New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finan - (978-3-032-05551-4)
11573/1742884 - 2025 -
A new tool to detect financial data scaling Bianchi, S.; Pianese, A.; Frezza, M.; Angelini, D. - 01a Articolo in rivista
rivista: FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS (Lausanne : Frontiers Media S.A., 2015-) pp. - - issn: 2297-4687 - wos: WOS:001435085200001 (0) - scopus: 2-s2.0-85219473044 (0)
11573/1746759 - 2025 -
Kolmogorov–Smirnov estimation of self-similarity in long-range dependent fractional processes Angelini, Daniele; Bianchi, Sergio - 01a Articolo in rivista
rivista: PHYSICA D-NONLINEAR PHENOMENA (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0167-2789 - wos: (0) - scopus: (0)
11573/1758216 - 2025 -
Roughness in VIX Index and in Realized Volatility: Rolling Window Estimation by Randomized Kolmogorov-Smirnov Distribution Bianchi, Sergio; Angelini, Daniele - 02a Capitolo o Articolo
libro: New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finan - (978-3-032-05551-4)