CATALOGO DEI PRODOTTI DELLA RICERCA

MANCINI, Cecilia
 Distribuzione geografica
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Continente #
EU - Europa 933
NA - Nord America 913
AS - Asia 424
SA - Sud America 16
AF - Africa 9
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
Totale 2.301
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Nazione #
US - Stati Uniti d'America 907
CN - Cina 257
GB - Regno Unito 234
IT - Italia 177
SE - Svezia 116
SG - Singapore 115
FR - Francia 105
IE - Irlanda 96
RU - Federazione Russa 74
FI - Finlandia 38
DE - Germania 34
NL - Olanda 17
CZ - Repubblica Ceca 13
BE - Belgio 12
BR - Brasile 12
ID - Indonesia 12
IN - India 11
HK - Hong Kong 9
TG - Togo 7
AT - Austria 6
CA - Canada 5
JP - Giappone 5
TR - Turchia 4
AU - Australia 3
CH - Svizzera 3
CL - Cile 3
EU - Europa 3
KR - Corea 3
UA - Ucraina 3
VN - Vietnam 3
DK - Danimarca 2
QA - Qatar 2
TW - Taiwan 2
ZA - Sudafrica 2
ES - Italia 1
IR - Iran 1
LV - Lettonia 1
MX - Messico 1
PE - Perù 1
PL - Polonia 1
Totale 2.301
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Città #
Chandler 272
Southend 218
Dublin 94
Singapore 91
Ann Arbor 68
Beijing 56
Ashburn 49
Lawrence 38
Princeton 38
Verona 38
New York 36
Helsinki 33
Wilmington 31
Jinan 22
Redwood City 20
Woodbridge 17
Hebei 15
Jacksonville 15
Shenyang 15
Boardman 12
Brussels 12
Linköping 12
São Paulo 12
Ningbo 11
Tianjin 11
Amsterdam 10
Lonigo 10
Dearborn 9
Houston 9
Nanjing 9
San Francisco 9
Bekasi 8
Norwalk 8
Taizhou 8
Zhengzhou 8
Changsha 7
Lomé 7
Moscow 7
Nanchang 7
Seattle 7
Sindelfingen 7
Vigonza 7
Dallas 6
Haikou 6
Los Angeles 6
Santa Clara 6
Taiyuan 6
Vienna 6
Chicago 5
Columbus 5
Falls Church 5
Fara 5
Hangzhou 5
Lucca 5
Milan 5
Rome 5
Scuola 5
Brno 4
Este 4
Fairfield 4
Guangzhou 4
Jakarta 4
Jhajjar 4
Jiaxing 4
Lanzhou 4
Mumbai 4
Romola 4
Toronto 4
Cambridge 3
Cavarzere 3
Des Moines 3
Florence 3
Fuzhou 3
Modena 3
Nuremberg 3
Shanghai 3
Tilburg 3
Valbonne 3
Capo d'Orlando 2
Cardiff 2
Chions 2
Cologno Monzese 2
Doha 2
Dongguan 2
Durham 2
Erlangen 2
Glasgow 2
Ha Kwai Chung 2
Hougang 2
Istanbul 2
Johannesburg 2
Lancaster 2
Le Cannet 2
Leawood 2
Lille 2
Noisy-le-Grand 2
San Germano Vercellese 2
Sesto San Giovanni 2
Siena 2
Takasaki 2
Totale 1.572
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Nome #
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 119
Spot volatility estimation using delta sequences 107
RAPPORTO DI STAGE: Il modello CIR trivariato 102
WORKING PAPER: Optimal threshold for the estimator of integrated variance 98
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 97
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 94
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 87
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 87
Warnings about future jumps: properties of the exponential Hawkes model 82
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 78
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 69
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 69
Estimators for the parameters of a jump-diffusion process 66
Drift Burst test statistic in a pure jump semimartingale model 64
Warnings about future jumps: properties of the exponential Hawkes model 62
Zero Sigma 60
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 54
Threshold estimation of Markov models with jumps and interest rate modeling 53
Optimum thresholding using mean and conditional mean squared error 52
Introduction to the special issue: financial mathematics and econometrics 52
Academic research on Quantitative Finance in Italy today 51
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 50
Identifying the Brownian covariation from the co-jumps given discrete observations 48
Measuring the relevance of the microstructure noise in observed financial data 46
Metodi matematici per le decisioni aziendali 46
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 45
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 45
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 45
Truncated Realized Covariance when prices have infinite variation jumps 44
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 42
Nonparametric tests for pathwise properties of semimartingales 42
Statistics of a Poisson-Diffusion process 42
Estimation of the parameters of jump of a general Poisson-diffusion model 42
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 42
Jumps 41
The European options hedge perfectly in a Poisson-Gaussian stock market model 40
Uniqueness of the solution to a difference-partial differential equation for finance 38
Drift burst test statistic in the presence of infinite variation jumps 36
The speed of convergence of the threshold estimator of integrated variance 35
Totale 2.372
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Categoria #
all - tutte 9.435
article - articoli 4.168
book - libri 193
conference - conferenze 1.041
curatela - curatele 0
other - altro 3.173
patent - brevetti 0
selected - selezionate 0
volume - volumi 860
Totale 18.870
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020103 0 0 0 0 0 0 30 21 3 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
2024/2025274 25 72 78 43 30 26 0 0 0 0 0 0
Totale 2.372