MANCINI, Cecilia
MANCINI, Cecilia
DIPARTIMENTO DI SCIENZE ECONOMICHE
Academic research on Quantitative Finance in Italy today
2022-01-01 Mancini, Cecilia
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model
1998-01-01 Mancini, C.
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
2001-01-01 Mancini, C.
Drift Burst test statistic in a pure jump semimartingale model
2021-01-01 Mancini, Cecilia
Drift burst test statistic in the presence of infinite variation jumps
2023-01-01 Mancini, Cecilia
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type
2007-01-01 Gobbi, F.; Mancini, C.
Estimation of the characteristics of the jumps of a general Poisson-diffusion model
2004-01-01 Mancini, C.
Estimation of the parameters of jump of a general Poisson-diffusion model
2001-01-01 Mancini, C.
Estimators for the parameters of a jump-diffusion process
1998-01-01 Mancini, C.
Identifying the Brownian covariation from the co-jumps given discrete observations
2012-01-01 Mancini, C.; Gobbi, F.
Introduction to the special issue: financial mathematics and econometrics
2010-01-01 Renò, R.; Mancini, C.
Jumps
2012-01-01 Mancini, C.; Calvori, F.
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process
2008-01-01 Mancini, C.
Measuring the relevance of the microstructure noise in observed financial data
2013-01-01 Mancini, C.
Metodi matematici per le decisioni aziendali
2003-01-01 Mancini, C.
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri
2000-01-01 Mancini, C.
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
2018-01-01 Mancini, Cecilia
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps
2009-01-01 Mancini, C.
Nonparametric tests for pathwise properties of semimartingales
2011-01-01 Cont, R.; Mancini, C.
Optimum thresholding using mean and conditional mean squared error
2019-01-01 Mancini, Cecilia; Figueroa Lopez, Jose