CATALOGO DEI PRODOTTI DELLA RICERCA

MANCINI, Cecilia
 Distribuzione geografica
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Continente #
NA - Nord America 2.191
EU - Europa 1.861
AS - Asia 1.281
SA - Sud America 167
AF - Africa 33
OC - Oceania 4
Continente sconosciuto - Info sul continente non disponibili 3
Totale 5.540
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Nazione #
US - Stati Uniti d'America 2.146
RU - Federazione Russa 735
SG - Singapore 483
CN - Cina 381
IT - Italia 300
GB - Regno Unito 269
BR - Brasile 139
FR - Francia 133
SE - Svezia 127
VN - Vietnam 119
HK - Hong Kong 115
IE - Irlanda 96
DE - Germania 58
KR - Corea 44
FI - Finlandia 41
IN - India 32
CA - Canada 28
NL - Olanda 27
ID - Indonesia 20
JP - Giappone 20
BE - Belgio 15
CZ - Repubblica Ceca 13
MX - Messico 12
PL - Polonia 12
TR - Turchia 12
BD - Bangladesh 9
AT - Austria 8
EC - Ecuador 8
ZA - Sudafrica 8
TG - Togo 7
AR - Argentina 6
ES - Italia 6
IQ - Iraq 6
LT - Lituania 6
UA - Ucraina 6
SA - Arabia Saudita 5
TW - Taiwan 5
AU - Australia 4
EG - Egitto 4
BJ - Benin 3
CH - Svizzera 3
CL - Cile 3
CO - Colombia 3
DK - Danimarca 3
EU - Europa 3
JO - Giordania 3
MA - Marocco 3
MO - Macao, regione amministrativa speciale della Cina 3
NG - Nigeria 3
PH - Filippine 3
PK - Pakistan 3
PY - Paraguay 3
AE - Emirati Arabi Uniti 2
BO - Bolivia 2
GT - Guatemala 2
KH - Cambogia 2
KZ - Kazakistan 2
QA - Qatar 2
UZ - Uzbekistan 2
AZ - Azerbaigian 1
BG - Bulgaria 1
BN - Brunei Darussalam 1
CY - Cipro 1
DZ - Algeria 1
GH - Ghana 1
IL - Israele 1
IR - Iran 1
KE - Kenya 1
LK - Sri Lanka 1
LV - Lettonia 1
MY - Malesia 1
NI - Nicaragua 1
PA - Panama 1
PE - Perù 1
PS - Palestinian Territory 1
RS - Serbia 1
SN - Senegal 1
SR - Suriname 1
SV - El Salvador 1
TN - Tunisia 1
UY - Uruguay 1
Totale 5.540
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Città #
Dallas 451
Chandler 272
Moscow 245
Singapore 241
Ashburn 227
Southend 218
San Jose 168
Verona 115
Hong Kong 96
Dublin 94
The Dalles 92
Beijing 80
Ann Arbor 68
New York 66
Ho Chi Minh City 43
Los Angeles 42
Lawrence 38
Princeton 38
Helsinki 34
Wilmington 31
Council Bluffs 27
Hanoi 27
São Paulo 26
Jinan 23
Columbus 22
Redwood City 20
Santa Clara 19
Amsterdam 18
Redondo Beach 17
Woodbridge 17
San Francisco 16
Brussels 15
Hebei 15
Jacksonville 15
Shenyang 15
Tianjin 15
Tokyo 15
Boardman 14
Buffalo 14
Houston 14
Chicago 13
Orem 13
Linköping 12
Milan 12
Warsaw 12
Da Nang 11
Guangzhou 11
Montreal 11
Ningbo 11
Stockholm 11
Bekasi 10
Chennai 10
Frankfurt am Main 10
Lonigo 10
Toronto 10
Changsha 9
Dearborn 9
Denver 9
Nanjing 9
Atlanta 8
Johannesburg 8
Mumbai 8
Norwalk 8
Seattle 8
Taizhou 8
Vienna 8
Zhengzhou 8
Lomé 7
Nanchang 7
Querétaro 7
Rome 7
Sindelfingen 7
Vigonza 7
Haikou 6
London 6
Paris 6
Taiyuan 6
Ankara 5
Belo Horizonte 5
Curitiba 5
Falls Church 5
Fara 5
Hangzhou 5
Jakarta 5
Lucca 5
Manchester 5
Modena 5
Munich 5
Poplar 5
Scuola 5
Shanghai 5
Boston 4
Brno 4
Cairo 4
Cardiff 4
Des Moines 4
Este 4
Fairfield 4
Falkenstein 4
Florence 4
Totale 3.462
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Nome #
Jump detection in financial asset prices that exhibit U-shape volatility 414
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 267
RAPPORTO DI STAGE: Il modello CIR trivariato 198
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 187
Spot volatility estimation using delta sequences 172
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 163
Drift Burst test statistic in a pure jump semimartingale model 160
Academic research on Quantitative Finance in Italy today 154
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 153
WORKING PAPER: Optimal threshold for the estimator of integrated variance 150
Warnings about future jumps: properties of the exponential Hawkes model 147
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 143
Drift burst test statistic in the presence of infinite variation jumps 141
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 141
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 138
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 134
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 134
Optimum thresholding using mean and conditional mean squared error 132
Estimators for the parameters of a jump-diffusion process 132
Introduction to the special issue: financial mathematics and econometrics 128
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 123
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 122
Jumps 122
Measuring the relevance of the microstructure noise in observed financial data 116
Zero Sigma 115
Threshold estimation of Markov models with jumps and interest rate modeling 114
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 114
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 113
null 111
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 110
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 110
Estimation of the parameters of jump of a general Poisson-diffusion model 109
Identifying the Brownian covariation from the co-jumps given discrete observations 105
Metodi matematici per le decisioni aziendali 103
Truncated Realized Covariance when prices have infinite variation jumps 100
Nonparametric tests for pathwise properties of semimartingales 94
Uniqueness of the solution to a difference-partial differential equation for finance 81
Statistics of a Poisson-Diffusion process 80
The speed of convergence of the threshold estimator of integrated variance 78
The European options hedge perfectly in a Poisson-Gaussian stock market model 78
An elementary proof of the FTAP, in a finite and multi-period model without numeraire 48
Filtering Out Infinite Activity Jumps Using Uniform Thresholding, Under Conditional Mean Square Error 45
null 40
Warnings about future jumps: properties of the exponential Hawkes model 2
Warnings About Future Jumps: Properties of the Exponential Hawkes Model 1
Totale 5.622
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Categoria #
all - tutte 17.597
article - articoli 7.927
book - libri 348
conference - conferenze 1.882
curatela - curatele 0
other - altro 5.846
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.594
Totale 35.194
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202114 0 0 0 0 0 0 0 0 0 0 0 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
2025/20262.781 148 464 153 482 678 160 240 167 130 94 38 27
Totale 5.622