Concepedia

Alexandre Pantanella

AP

Statistics

Publications

3

Citations

117

H-Index

3

Active since

2010

Affiliations

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

Alexandre Pantanella is an author at Università degli studi di Cassino e del Lazio Meridionale specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingFinancial EngineeringStatisticsFinancial EconomicsVolatility ModelingEconomicsAccountingManagement

Publications per year

2010–2015

3

Publications

3

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

Volatility Modeling, Engineering, Financial Mathematics +16

EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL

Sergio Bianchi, Alexandre Pantanella, Augusto Pianese · Advances in Complex Systems · 2015 · 20 citations

Empirical Finance, Comprehensive Multifractional Model, Dynamic Economics +16

Pointwise Regularity Exponents and Market Cross-Correlations

Sergio Bianchi, Alexandre Pantanella · SSRN Electronic Journal · 2010 · 14 citations · Full text

Volatility Modeling, Asset Pricing, Pointwise Regularity Function +8

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