CATALOGO DEI PRODOTTI DELLA RICERCA

MANCINI, Cecilia
 Distribuzione geografica
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Continente #
NA - Nord America 1.785
EU - Europa 1.758
AS - Asia 1.049
SA - Sud America 160
AF - Africa 25
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
Totale 4.783
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Nazione #
US - Stati Uniti d'America 1.746
RU - Federazione Russa 737
SG - Singapore 366
CN - Cina 354
GB - Regno Unito 261
IT - Italia 216
BR - Brasile 133
FR - Francia 130
SE - Svezia 127
HK - Hong Kong 110
IE - Irlanda 96
VN - Vietnam 71
DE - Germania 54
KR - Corea 42
FI - Finlandia 41
CA - Canada 26
IN - India 23
NL - Olanda 21
ID - Indonesia 18
BE - Belgio 15
CZ - Repubblica Ceca 13
JP - Giappone 13
PL - Polonia 12
MX - Messico 10
TR - Turchia 10
AT - Austria 8
EC - Ecuador 8
ZA - Sudafrica 8
TG - Togo 7
AR - Argentina 6
BD - Bangladesh 6
ES - Italia 6
LT - Lituania 6
UA - Ucraina 6
IQ - Iraq 5
TW - Taiwan 5
AU - Australia 3
BJ - Benin 3
CH - Svizzera 3
CL - Cile 3
DK - Danimarca 3
EU - Europa 3
JO - Giordania 3
MO - Macao, regione amministrativa speciale della Cina 3
PK - Pakistan 3
PY - Paraguay 3
SA - Arabia Saudita 3
AE - Emirati Arabi Uniti 2
BO - Bolivia 2
CO - Colombia 2
EG - Egitto 2
GT - Guatemala 2
KH - Cambogia 2
MA - Marocco 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
LK - Sri Lanka 1
LV - Lettonia 1
PA - Panama 1
PE - Perù 1
RS - Serbia 1
SR - Suriname 1
TN - Tunisia 1
UY - Uruguay 1
Totale 4.783
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Città #
Dallas 451
Chandler 272
Moscow 247
Southend 218
Singapore 142
Ashburn 122
Dublin 94
Hong Kong 91
Beijing 79
Ann Arbor 68
New York 61
Verona 47
Lawrence 38
Princeton 38
Los Angeles 37
Helsinki 34
Wilmington 31
The Dalles 30
São Paulo 26
Ho Chi Minh City 23
Jinan 23
Columbus 22
Redwood City 20
Redondo Beach 17
Woodbridge 17
Council Bluffs 16
Hanoi 16
Brussels 15
Hebei 15
Jacksonville 15
San Francisco 15
Shenyang 15
Tianjin 15
Buffalo 14
Santa Clara 14
Amsterdam 13
Chicago 13
Houston 13
Boardman 12
Linköping 12
Warsaw 12
Milan 11
Ningbo 11
Stockholm 11
Guangzhou 10
Lonigo 10
Montreal 10
Toronto 10
Changsha 9
Da Nang 9
Dearborn 9
Nanjing 9
Tokyo 9
Bekasi 8
Denver 8
Frankfurt am Main 8
Johannesburg 8
Norwalk 8
San Jose 8
Seattle 8
Taizhou 8
Vienna 8
Zhengzhou 8
Atlanta 7
Lomé 7
Mumbai 7
Nanchang 7
Querétaro 7
Sindelfingen 7
Vigonza 7
Haikou 6
London 6
Paris 6
Rome 6
Taiyuan 6
Ankara 5
Belo Horizonte 5
Chennai 5
Curitiba 5
Falls Church 5
Fara 5
Hangzhou 5
Jakarta 5
Lucca 5
Modena 5
Munich 5
Poplar 5
Scuola 5
Boston 4
Brno 4
Cardiff 4
Este 4
Fairfield 4
Falkenstein 4
Florence 4
Fuzhou 4
Jhajjar 4
Jiaxing 4
Lancaster 4
Lanzhou 4
Totale 2.863
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Nome #
Jump detection in financial asset prices that exhibit U-shape volatility 387
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 245
RAPPORTO DI STAGE: Il modello CIR trivariato 186
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 158
Spot volatility estimation using delta sequences 156
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 136
WORKING PAPER: Optimal threshold for the estimator of integrated variance 134
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 132
Drift Burst test statistic in a pure jump semimartingale model 132
Academic research on Quantitative Finance in Italy today 131
Warnings about future jumps: properties of the exponential Hawkes model 128
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 127
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 126
Drift burst test statistic in the presence of infinite variation jumps 123
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 123
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 121
Estimators for the parameters of a jump-diffusion process 118
Optimum thresholding using mean and conditional mean squared error 115
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 115
Introduction to the special issue: financial mathematics and econometrics 111
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 108
Jumps 107
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 103
Measuring the relevance of the microstructure noise in observed financial data 103
Zero Sigma 100
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 99
Estimation of the parameters of jump of a general Poisson-diffusion model 98
null 97
Threshold estimation of Markov models with jumps and interest rate modeling 93
Metodi matematici per le decisioni aziendali 92
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 91
Identifying the Brownian covariation from the co-jumps given discrete observations 91
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 90
Nonparametric tests for pathwise properties of semimartingales 84
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 83
Truncated Realized Covariance when prices have infinite variation jumps 76
Uniqueness of the solution to a difference-partial differential equation for finance 72
The European options hedge perfectly in a Poisson-Gaussian stock market model 66
Statistics of a Poisson-Diffusion process 66
The speed of convergence of the threshold estimator of integrated variance 61
Warnings About Future Jumps: Properties of the Exponential Hawkes Model 25
An elementary proof of the FTAP, in a finite and multi-period model without numeraire 24
Filtering Out Infinite Activity Jumps Using Uniform Thresholding, Under Conditional Mean Square Error 23
Warnings about future jumps: properties of the exponential Hawkes model 6
Totale 4.862
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Categoria #
all - tutte 15.286
article - articoli 6.644
book - libri 303
conference - conferenze 1.645
curatela - curatele 0
other - altro 5.325
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.369
Totale 30.572
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021115 0 0 0 0 0 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
2025/20262.021 148 464 153 482 681 93 0 0 0 0 0 0
Totale 4.862