Anna Maria Palazzo

University of Cassino

Via S. Angelo, Loc. Folcara

Cassino, Frosinone 03043

Italy

Other Papers (2)

Total Downloads: 109
1.

Self-Similarity Parameter Estimation for K-Dimensional Processes

4th IEEE International Conference on Computer Science and Information Technology, Chengdu, China, June 10-12, 2011
Number of pages: 5 Posted: 18 Jul 2011 Last Revised: 01 Aug 2011
University of Cassino, University of Cassino, University of Cassino and University of Cassino
Downloads 71

Abstract:

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self-similar processes, fractional Brownian motion, estimator, algorithm

2.

Price Dynamics and Representativeness of Stock Indices: A Local Memory - Based Analysis

Atti del XVII Convegno di Teoria del rischio, Forthcoming
Number of pages: 16 Posted: 18 Jul 2011
Alexandre Pantanella and Anna Maria Palazzo
University of Cassino and University of Cassino
Downloads 38

Abstract:

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MPRE, DJIA, pointwise Hölder exponent, price dynamics