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Fabrizio Di Sciorio
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Cited by
Year
Option pricing under multifractional process and long-range dependence
R Mattera, FD Sciorio
Fluctuation and Noise Letters 20 (01), 2150008, 2021
92021
A composite index for measuring stock market inefficiency
R Mattera, F Di Sciorio, JE Trinidad-Segovia
Complexity 2022, 1-13, 2022
72022
A bibliometric analysis on agent-based models in finance: Identification of community clusters and future research trends
JE Trinidad Segovia, F Di Sciorio, R Mattera, M Spano
Complexity 2022, 2022
62022
Further evidence on efficiency of Bahrain Bourse: A high challenge for other industries
IT Hawaldar, FR Birau, CM Spulbar, B Rohit, P Pinto, R Mathukutti, ...
Industria Textila 71 (5), 458-466, 2020
52020
Forecasting VIX with Hurst exponent
S Bianchi, F Di Sciorio, R Mattera
Methods and Applications in Fluorescence, 90-95, 2022
32022
Option pricing under multifractional Brownian motion in a risk neutral framework
F Di Sciorio
Studies of Applied Economics, 2020
22020
Measuring conditional correlation between financial markets’ inefficiency
F Di Sciorio, R Mattera, JET Segovia
Quantitative Finance and Economics 7 (3), 491-507, 2023
12023
Statistical Approach to Implied Market Inefficiency Estimation
F Di Sciorio, LM Gonzalez, JE Trinidad Segovia
11th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR …, 2024
2024
Clustering analysis on Hurst dynamic
F Di Sciorio
Studies of Applied Economics, 2023
2023
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