Concepedia

Augusto Pianese

AP

Statistics

Publications

10

Citations

312

H-Index

10

Active since

2007

Affiliations

Università degli studi di Cassino e del Lazio Meridionale(Current)

New York University

Sapienza University of Rome

Augusto Pianese is an author at Università degli studi di Cassino e del Lazio Meridionale specializing in business, economics, and asset pricing.

ORCID

Top concepts

Publications per year

2007–2023

10

Publications

10

Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity

Sergio Bianchi, Alexandre Pantanella, Augusto Pianese · Quantitative Finance · 2011 · 83 citations

, , +16

Fractal analysis of market (in)efficiency during the COVID-19

Massimiliano Frezza, Sergio Bianchi, Augusto Pianese · Finance research letters · 2020 · 43 citations · Full text

, , +6

MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY

Sergio Bianchi, Augusto Pianese · International Journal of Theoretical and Applied Finance · 2008 · 37 citations

, , +12

Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets

Sergio Bianchi, Augusto Pianese · Chaos Solitons & Fractals · 2018 · 37 citations

, , +9

Modelling stock price movements: multifractality or multifractionality?

Sergio Bianchi, Augusto Pianese · Quantitative Finance · 2007 · 31 citations

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