MANCINI, Cecilia
 Distribuzione geografica
Continente #
NA - Nord America 1.550
EU - Europa 1.242
AS - Asia 844
SA - Sud America 129
AF - Africa 17
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
Totale 3.788
Nazione #
US - Stati Uniti d'America 1.527
CN - Cina 320
SG - Singapore 267
RU - Federazione Russa 264
GB - Regno Unito 246
IT - Italia 213
FR - Francia 129
SE - Svezia 120
BR - Brasile 110
HK - Hong Kong 106
IE - Irlanda 96
DE - Germania 54
FI - Finlandia 41
KR - Corea 40
VN - Vietnam 32
NL - Olanda 21
CA - Canada 18
IN - India 18
BE - Belgio 15
ID - Indonesia 15
CZ - Repubblica Ceca 13
JP - Giappone 9
AT - Austria 8
TG - Togo 7
UA - Ucraina 6
BD - Bangladesh 5
EC - Ecuador 5
TR - Turchia 5
TW - Taiwan 5
ZA - Sudafrica 5
AU - Australia 3
CH - Svizzera 3
CL - Cile 3
DK - Danimarca 3
EU - Europa 3
IQ - Iraq 3
JO - Giordania 3
MX - Messico 3
PL - Polonia 3
PY - Paraguay 3
AR - Argentina 2
BO - Bolivia 2
EG - Egitto 2
ES - Italia 2
GT - Guatemala 2
KH - Cambogia 2
LT - Lituania 2
MA - Marocco 2
MO - Macao, regione amministrativa speciale della Cina 2
PK - Pakistan 2
QA - Qatar 2
SA - Arabia Saudita 2
UZ - Uzbekistan 2
AE - Emirati Arabi Uniti 1
BG - Bulgaria 1
BN - Brunei Darussalam 1
CO - Colombia 1
CY - Cipro 1
GH - Ghana 1
IR - Iran 1
LV - Lettonia 1
PE - Perù 1
RS - Serbia 1
SR - Suriname 1
UY - Uruguay 1
Totale 3.788
Città #
Dallas 448
Chandler 272
Southend 218
Singapore 110
Dublin 94
Hong Kong 87
Beijing 70
Ann Arbor 68
Ashburn 63
Moscow 57
Verona 44
New York 42
Lawrence 38
Princeton 38
Helsinki 34
Wilmington 31
Los Angeles 24
Jinan 23
Columbus 22
Redwood City 20
São Paulo 18
Redondo Beach 17
Woodbridge 17
Brussels 15
Hebei 15
Jacksonville 15
Shenyang 15
Council Bluffs 14
San Francisco 14
Amsterdam 13
Tianjin 13
Boardman 12
Buffalo 12
Ho Chi Minh City 12
Linköping 12
Houston 11
Milan 11
Ningbo 11
Guangzhou 10
Lonigo 10
Santa Clara 10
Toronto 10
Changsha 9
Chicago 9
Dearborn 9
Nanjing 9
Bekasi 8
Frankfurt am Main 8
Norwalk 8
Seattle 8
Taizhou 8
Vienna 8
Zhengzhou 8
Hanoi 7
Lomé 7
Nanchang 7
Sindelfingen 7
The Dalles 7
Vigonza 7
Haikou 6
Mumbai 6
Rome 6
Taiyuan 6
Belo Horizonte 5
Falls Church 5
Fara 5
Hangzhou 5
Jakarta 5
Johannesburg 5
Lucca 5
Modena 5
Munich 5
Paris 5
Scuola 5
Tokyo 5
Brno 4
Curitiba 4
Da Nang 4
Este 4
Fairfield 4
Falkenstein 4
Florence 4
Fuzhou 4
Jhajjar 4
Jiaxing 4
Lancaster 4
Lanzhou 4
Ottawa 4
Romola 4
Shanghai 4
Stockholm 4
Amman 3
Atlanta 3
Cambridge 3
Cavarzere 3
Des Moines 3
Meda 3
Montreal 3
Negrar 3
Nuremberg 3
Totale 2.399
Nome #
Jump detection in financial asset prices that exhibit U-shape volatility 347
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 202
RAPPORTO DI STAGE: Il modello CIR trivariato 149
Spot volatility estimation using delta sequences 133
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 130
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 120
WORKING PAPER: Optimal threshold for the estimator of integrated variance 120
Warnings about future jumps: properties of the exponential Hawkes model 112
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 109
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 104
TESI DI LAUREA: Modello per un mercato finanziario esente da arbitraggio: esistenza di una legge equivalente che rende il processo stocastico dei prezzi una martingala 103
Optimum thresholding using mean and conditional mean squared error 102
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 102
Drift Burst test statistic in a pure jump semimartingale model 98
Academic research on Quantitative Finance in Italy today 95
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 93
Warnings about future jumps: properties of the exponential Hawkes model 91
Estimators for the parameters of a jump-diffusion process 89
Zero Sigma 86
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 85
Threshold estimation of Markov models with jumps and interest rate modeling 79
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 79
Jumps 78
Introduction to the special issue: financial mathematics and econometrics 78
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 75
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 74
Drift burst test statistic in the presence of infinite variation jumps 73
Metodi matematici per le decisioni aziendali 73
Measuring the relevance of the microstructure noise in observed financial data 72
Estimation of the parameters of jump of a general Poisson-diffusion model 72
Identifying the Brownian covariation from the co-jumps given discrete observations 72
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 71
Nonparametric tests for pathwise properties of semimartingales 70
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 69
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 69
Truncated Realized Covariance when prices have infinite variation jumps 63
Uniqueness of the solution to a difference-partial differential equation for finance 61
The European options hedge perfectly in a Poisson-Gaussian stock market model 57
Statistics of a Poisson-Diffusion process 57
The speed of convergence of the threshold estimator of integrated variance 51
Totale 3.863
Categoria #
all - tutte 13.650
article - articoli 5.968
book - libri 270
conference - conferenze 1.465
curatela - curatele 0
other - altro 4.727
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.220
Totale 27.300


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021220 0 0 0 68 37 26 5 12 11 24 23 14
2021/2022434 17 82 13 7 24 24 58 22 35 24 33 95
2022/2023719 53 102 85 88 64 171 0 41 85 8 10 12
2023/2024383 20 22 22 23 67 74 44 26 0 11 28 46
2024/2025743 25 72 78 43 30 26 46 84 63 74 75 127
2025/20261.022 148 464 153 257 0 0 0 0 0 0 0 0
Totale 3.863