Concepedia

Massimiliano Frezza

MF

Statistics

Publications

6

Citations

117

H-Index

6

Active since

2012

Affiliations

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

Sapienza University of Rome

New York University

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

Top concepts

BusinessFinanceEconomicsStatisticsAsset PricingFinancial EconomicsFinancial EngineeringEconometricsGlobal FinanceMacroeconomics

Publications per year

2012–2023

6

Publications

6

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

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

Economics, Macroeconomics, Price Formation +6

Fractal stock markets: International evidence of dynamical (in)efficiency

Sergio Bianchi, Massimiliano Frezza · Chaos An Interdisciplinary Journal of Nonlinear Science · 2017 · 21 citations

Fractal Stock Markets, Empirical Content, Financial Mathematics +16

Modeling the time-changing dependence in stock markets

Massimiliano Frezza · Chaos Solitons & Fractals · 2012 · 16 citations

Economics, Financial Economics, Asset Pricing +5

A fractal-based approach for modeling stock price variations

Massimiliano Frezza · Chaos An Interdisciplinary Journal of Nonlinear Science · 2018 · 14 citations

Goodness of fit assessment for a fractal model of stock markets

Massimiliano Frezza · Chaos Solitons & Fractals · 2014 · 13 citations

Asset Pricing, Market Trend, Fractal Model +9

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