Fulvio Baldovin

University of Padua

Via 8 Febbraio, 2

Padova, Vicenza 35122

Italy

  • University of Padua

SCHOLARLY PAPERS

3

DOWNLOADS

372

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

Ensemble Properties of High Frequency Data and Intraday Trading Rules

Number of pages: 27 Posted: 09 Feb 2012 Last Revised: 18 Jul 2013
Fulvio Baldovin, Francesco Camana, Massimiliano Caporin, Michele Caraglio and Attilio Stella
University of Padua, Prime Minister's Office, University of Padua - Department of Statistical Sciences, University of Padua and University of Padua
Downloads 308 (196,985)
Citation 3

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time series ensemble, trading rule, long memory

2.

Option Pricing with Anomalous Scaling and Infinite-State Switching Volatility

Number of pages: 53 Posted: 03 Jun 2013
Fulvio Baldovin, Massimiliano Caporin, Michele Caraglio, Attilio Stella and Marco Zamparo
University of Padua, University of Padua - Department of Statistical Sciences, University of Padua, University of Padua and Human Genetics Foundation
Downloads 64 (680,991)
Citation 1

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option pricing, anomalous scaling, Markov switching, GARCH

3.

Export Dynamics as an Optimal Growth Problem in the Network of Global Economy

Scientific Reports 6, 31461 (2016)
Posted: 19 Sep 2016
Michele Caraglio, Fulvio Baldovin and Attilio Stella
University of Padua, University of Padua and University of Padua

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complex systems, stochastic modeling, economic growth, cooperative effects