Mancini, Cecilia

Mancini, Cecilia  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Risultati 1 - 20 di 38 (tempo di esecuzione: 0.023 secondi).
Titolo Data di pubblicazione Autore(i) File
Academic research on Quantitative Finance in Italy today 1-gen-2022 Mancini, Cecilia
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 1-gen-1998 Mancini, C.
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 1-gen-2001 Mancini, C.
Drift Burst test statistic in a pure jump semimartingale model 1-gen-2021 Mancini, Cecilia
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 1-gen-2007 Gobbi, F.; Mancini, C.
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 1-gen-2004 Mancini, C.
Estimation of the parameters of jump of a general Poisson-diffusion model 1-gen-2001 Mancini, C.
Estimators for the parameters of a jump-diffusion process 1-gen-1998 Mancini, C.
Identifying the Brownian covariation from the co-jumps given discrete observations 1-gen-2012 Mancini, C.; Gobbi, F.
Introduction to the special issue: financial mathematics and econometrics 1-gen-2010 Renò, R.; Mancini, C.
Jumps 1-gen-2012 Mancini, C.; Calvori, F.
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 1-gen-2008 Mancini, C.
Measuring the relevance of the microstructure noise in observed financial data 1-gen-2013 Mancini, C.
Metodi matematici per le decisioni aziendali 1-gen-2003 Mancini, C.
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 1-gen-2000 Mancini, C.
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 1-gen-2018 Mancini, Cecilia
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 1-gen-2009 Mancini, C.
Nonparametric tests for pathwise properties of semimartingales 1-gen-2011 Cont, R.; Mancini, C.
Optimum thresholding using mean and conditional mean squared error 1-gen-2019 Mancini, Cecilia; Figueroa Lopez, Jose
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 1-gen-2021 Mancini, Cecilia