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researcher

M. Bianchetti

10 papers hereh-index 14521 citations47 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author5
  • middle author3
  • last author1

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.PR6
  • q-fin.RM3
  • q-fin.CP1
same name
  • M. Bianchetti — 5 papers, h 1
  • M. Bianchetti — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20112026
most citedInterest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR

3 citations · 10 across the 9 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

q-fin.RM2016

Brexit or Bremain ? Evidence from bubble analysis

Marco Bianchetti, Davide Galli, Camilla Ricci +2

We applied the Johansen-Ledoit-Sornette (JLS) model to detect possible bubbles and crashes related to the Brexit/Bremain referendum scheduled for 23rd June 2016. Our implementation…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.