CATALOGO DEI PRODOTTI DELLA RICERCA

MANCINI, Cecilia
 Distribuzione geografica
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Continente #
NA - Nord America 2.617
EU - Europa 1.928
AS - Asia 1.310
SA - Sud America 174
Continente sconosciuto - Info sul continente non disponibili 85
AF - Africa 34
OC - Oceania 4
Totale 6.152
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Nazione #
US - Stati Uniti d'America 2.523
RU - Federazione Russa 739
SG - Singapore 488
CN - Cina 382
IT - Italia 347
GB - Regno Unito 275
BR - Brasile 142
FR - Francia 134
SE - Svezia 127
VN - Vietnam 120
HK - Hong Kong 117
IE - Irlanda 96
DE - Germania 60
CA - Canada 55
KR - Corea 46
FI - Finlandia 41
IN - India 32
NL - Olanda 29
ID - Indonesia 21
JP - Giappone 20
BE - Belgio 15
BD - Bangladesh 14
CZ - Repubblica Ceca 13
TR - Turchia 13
MX - Messico 12
PL - Polonia 12
EC - Ecuador 10
AT - Austria 8
ZA - Sudafrica 8
TG - Togo 7
UA - Ucraina 7
AR - Argentina 6
CH - Svizzera 6
ES - Italia 6
GT - Guatemala 6
IQ - Iraq 6
LT - Lituania 6
AE - Emirati Arabi Uniti 5
CO - Colombia 5
CR - Costa Rica 5
IL - Israele 5
SA - Arabia Saudita 5
TW - Taiwan 5
AU - Australia 4
EG - Egitto 4
IR - Iran 4
MO - Macao, regione amministrativa speciale della Cina 4
BJ - Benin 3
CL - Cile 3
DK - Danimarca 3
EU - Europa 3
HN - Honduras 3
JO - Giordania 3
MA - Marocco 3
NG - Nigeria 3
NI - Nicaragua 3
PH - Filippine 3
PK - Pakistan 3
PR - Porto Rico 3
PY - Paraguay 3
SV - El Salvador 3
TT - Trinidad e Tobago 3
BG - Bulgaria 2
BO - Bolivia 2
KH - Cambogia 2
KZ - Kazakistan 2
QA - Qatar 2
UZ - Uzbekistan 2
AZ - Azerbaigian 1
BN - Brunei Darussalam 1
CY - Cipro 1
DZ - Algeria 1
GH - Ghana 1
KE - Kenya 1
LK - Sri Lanka 1
LV - Lettonia 1
MY - Malesia 1
PA - Panama 1
PE - Perù 1
PS - Palestinian Territory 1
RS - Serbia 1
SC - Seychelles 1
SN - Senegal 1
SR - Suriname 1
TN - Tunisia 1
UY - Uruguay 1
Totale 6.070
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Città #
Dallas 457
Ashburn 335
Chandler 273
Moscow 245
Singapore 242
Southend 218
San Jose 201
Verona 115
Hong Kong 97
Dublin 94
The Dalles 92
Beijing 80
Council Bluffs 72
Ann Arbor 68
New York 66
Los Angeles 49
Ho Chi Minh City 44
Lawrence 38
Princeton 38
Helsinki 34
Milan 31
Wilmington 31
São Paulo 28
Hanoi 27
Columbus 25
Santa Clara 25
Jinan 23
Redwood City 20
Amsterdam 18
Redondo Beach 17
San Francisco 17
Woodbridge 17
Buffalo 16
Montreal 16
Brussels 15
Hebei 15
Houston 15
Jacksonville 15
Shenyang 15
Tianjin 15
Tokyo 15
Toronto 15
Boardman 14
Chicago 13
Denver 13
Orem 13
Linköping 12
Warsaw 12
Atlanta 11
Da Nang 11
Guangzhou 11
Ningbo 11
Stockholm 11
Bekasi 10
Chennai 10
Frankfurt am Main 10
Lonigo 10
Changsha 9
Dearborn 9
Nanjing 9
Rome 9
Johannesburg 8
Mumbai 8
Norwalk 8
Seattle 8
Taizhou 8
Vienna 8
Zhengzhou 8
Lomé 7
London 7
Nanchang 7
Querétaro 7
Sindelfingen 7
Vigonza 7
Haikou 6
Manchester 6
Oxford 6
Paris 6
Taiyuan 6
Ankara 5
Belo Horizonte 5
Bologna 5
Brooklyn 5
Curitiba 5
Des Moines 5
Falls Church 5
Fara 5
Florence 5
Guatemala City 5
Hangzhou 5
Jakarta 5
Lucca 5
Modena 5
Munich 5
Poplar 5
Rio de Janeiro 5
Scuola 5
Shanghai 5
The Bronx 5
Zurich 5
Totale 3.730
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Nome #
Jump detection in financial asset prices that exhibit U-shape volatility 433
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 287
RAPPORTO DI STAGE: Il modello CIR trivariato 209
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 207
Drift Burst test statistic in a pure jump semimartingale model 190
Spot volatility estimation using delta sequences 182
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 172
Academic research on Quantitative Finance in Italy today 171
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 166
Warnings about future jumps: properties of the exponential Hawkes model 162
WORKING PAPER: Optimal threshold for the estimator of integrated variance 159
Drift burst test statistic in the presence of infinite variation jumps 154
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 153
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 152
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 149
Optimum thresholding using mean and conditional mean squared error 147
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 143
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 142
Estimators for the parameters of a jump-diffusion process 139
Measuring the relevance of the microstructure noise in observed financial data 135
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 133
Introduction to the special issue: financial mathematics and econometrics 133
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 131
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 131
Jumps 130
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 129
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 124
Zero Sigma 123
Metodi matematici per le decisioni aziendali 123
Threshold estimation of Markov models with jumps and interest rate modeling 119
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 119
Estimation of the parameters of jump of a general Poisson-diffusion model 118
Truncated Realized Covariance when prices have infinite variation jumps 115
Identifying the Brownian covariation from the co-jumps given discrete observations 114
null 111
Nonparametric tests for pathwise properties of semimartingales 104
Uniqueness of the solution to a difference-partial differential equation for finance 94
Statistics of a Poisson-Diffusion process 88
The European options hedge perfectly in a Poisson-Gaussian stock market model 86
The speed of convergence of the threshold estimator of integrated variance 84
An elementary proof of the FTAP, in a finite and multi-period model without numeraire 62
Filtering Out Infinite Activity Jumps Using Uniform Thresholding, Under Conditional Mean Square Error 56
null 40
Warnings About Future Jumps: Properties of the Exponential Hawkes Model 17
Warnings about future jumps: properties of the exponential Hawkes model 16
Totale 6.152
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Categoria #
all - tutte 19.866
article - articoli 8.851
book - libri 406
conference - conferenze 2.122
curatela - curatele 0
other - altro 6.687
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.800
Totale 39.732
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022315 0 0 0 0 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
2026/2027530 34 83 112 228 73 0 0 0 0 0 0 0
Totale 6.152