MANCINI, Cecilia
 Distribuzione geografica
Continente #
EU - Europa 988
NA - Nord America 955
AS - Asia 536
SA - Sud America 43
AF - Africa 10
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
Totale 2.538
Nazione #
US - Stati Uniti d'America 939
CN - Cina 275
GB - Regno Unito 240
IT - Italia 203
SG - Singapore 151
SE - Svezia 116
FR - Francia 112
IE - Irlanda 96
RU - Federazione Russa 76
DE - Germania 40
KR - Corea 40
FI - Finlandia 38
BR - Brasile 37
NL - Olanda 19
HK - Hong Kong 16
BE - Belgio 15
CA - Canada 14
CZ - Repubblica Ceca 13
ID - Indonesia 12
IN - India 12
JP - Giappone 8
AT - Austria 7
TG - Togo 7
TW - Taiwan 5
TR - Turchia 4
UA - Ucraina 4
AU - Australia 3
CH - Svizzera 3
CL - Cile 3
EU - Europa 3
VN - Vietnam 3
DK - Danimarca 2
IQ - Iraq 2
MO - Macao, regione amministrativa speciale della Cina 2
QA - Qatar 2
ZA - Sudafrica 2
EC - Ecuador 1
EG - Egitto 1
ES - Italia 1
GT - Guatemala 1
IR - Iran 1
JO - Giordania 1
LT - Lituania 1
LV - Lettonia 1
MX - Messico 1
PE - Perù 1
PL - Polonia 1
SA - Arabia Saudita 1
UY - Uruguay 1
UZ - Uzbekistan 1
Totale 2.538
Città #
Chandler 272
Southend 218
Singapore 97
Dublin 94
Beijing 69
Ann Arbor 68
Ashburn 49
Verona 44
Lawrence 38
Princeton 38
New York 36
Helsinki 33
Wilmington 31
Jinan 22
Redwood City 20
Woodbridge 17
Brussels 15
Hebei 15
Jacksonville 15
Shenyang 15
São Paulo 13
Amsterdam 12
Boardman 12
Linköping 12
Milan 11
Ningbo 11
Tianjin 11
Lonigo 10
Chicago 9
Dearborn 9
Houston 9
Nanjing 9
San Francisco 9
Toronto 9
Bekasi 8
Guangzhou 8
Norwalk 8
Taizhou 8
Zhengzhou 8
Changsha 7
Lomé 7
Moscow 7
Nanchang 7
Seattle 7
Sindelfingen 7
Vienna 7
Vigonza 7
Dallas 6
Haikou 6
Los Angeles 6
Rome 6
Santa Clara 6
Taiyuan 6
Columbus 5
Falls Church 5
Fara 5
Hangzhou 5
Lucca 5
Modena 5
Paris 5
Scuola 5
Brno 4
Este 4
Fairfield 4
Florence 4
Hong Kong 4
Jakarta 4
Jhajjar 4
Jiaxing 4
Lancaster 4
Lanzhou 4
Mumbai 4
Ottawa 4
Romola 4
Tokyo 4
Cambridge 3
Cavarzere 3
Des Moines 3
Fuzhou 3
Negrar 3
Nuremberg 3
Rolla 3
Shanghai 3
Tilburg 3
Valbonne 3
Capo d'Orlando 2
Cardiff 2
Chions 2
Cologno Monzese 2
Currie 2
Doha 2
Dongguan 2
Durham 2
Erlangen 2
Frankfurt am Main 2
Glasgow 2
Ha Kwai Chung 2
Hougang 2
Istanbul 2
Johannesburg 2
Totale 1.640
Nome #
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 164
Spot volatility estimation using delta sequences 110
RAPPORTO DI STAGE: Il modello CIR trivariato 108
WORKING PAPER: Optimal threshold for the estimator of integrated variance 103
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 102
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 98
Warnings about future jumps: properties of the exponential Hawkes model 95
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 91
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 90
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 85
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 72
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 72
Drift Burst test statistic in a pure jump semimartingale model 71
Estimators for the parameters of a jump-diffusion process 69
Warnings about future jumps: properties of the exponential Hawkes model 67
Zero Sigma 64
Academic research on Quantitative Finance in Italy today 62
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 60
Threshold estimation of Markov models with jumps and interest rate modeling 57
Optimum thresholding using mean and conditional mean squared error 57
Introduction to the special issue: financial mathematics and econometrics 55
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 54
Identifying the Brownian covariation from the co-jumps given discrete observations 52
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 52
Measuring the relevance of the microstructure noise in observed financial data 50
Metodi matematici per le decisioni aziendali 50
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 50
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 49
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 49
Drift burst test statistic in the presence of infinite variation jumps 48
Statistics of a Poisson-Diffusion process 48
Uniqueness of the solution to a difference-partial differential equation for finance 47
Nonparametric tests for pathwise properties of semimartingales 47
Truncated Realized Covariance when prices have infinite variation jumps 47
Estimation of the parameters of jump of a general Poisson-diffusion model 45
The European options hedge perfectly in a Poisson-Gaussian stock market model 44
Jumps 44
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 44
The speed of convergence of the threshold estimator of integrated variance 39
Totale 2.611
Categoria #
all - tutte 10.414
article - articoli 4.626
book - libri 208
conference - conferenze 1.161
curatela - curatele 0
other - altro 3.478
patent - brevetti 0
selected - selezionate 0
volume - volumi 941
Totale 20.828


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202049 0 0 0 0 0 0 0 0 0 25 21 3
2020/2021323 57 39 7 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
2024/2025513 25 72 78 43 30 26 46 84 63 46 0 0
Totale 2.611