CATALOGO DEI PRODOTTI DELLA RICERCA

MANCINI, Cecilia
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 2.284
EU - Europa 1.878
AS - Asia 1.298
SA - Sud America 168
Continente sconosciuto - Info sul continente non disponibili 85
AF - Africa 33
OC - Oceania 4
Totale 5.750
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 2.233
RU - Federazione Russa 735
SG - Singapore 488
CN - Cina 382
IT - Italia 314
GB - Regno Unito 269
BR - Brasile 139
FR - Francia 133
SE - Svezia 127
VN - Vietnam 119
HK - Hong Kong 117
IE - Irlanda 96
DE - Germania 58
KR - Corea 46
FI - Finlandia 41
CA - Canada 33
IN - India 32
NL - Olanda 29
ID - Indonesia 20
JP - Giappone 20
BE - Belgio 15
BD - Bangladesh 13
CZ - Repubblica Ceca 13
MX - Messico 12
PL - Polonia 12
TR - Turchia 12
EC - Ecuador 9
AT - Austria 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
AE - Emirati Arabi Uniti 4
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
BG - Bulgaria 2
BO - Bolivia 2
GT - Guatemala 2
IR - Iran 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
IL - Israele 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
TT - Trinidad e Tobago 1
UY - Uruguay 1
Totale 5.668
Salva come PNG Salva come JPEG
Città #
Dallas 451
Chandler 273
Moscow 245
Singapore 242
Ashburn 232
Southend 218
San Jose 171
Verona 115
Hong Kong 97
Dublin 94
The Dalles 92
Beijing 80
Ann Arbor 68
Council Bluffs 68
New York 66
Ho Chi Minh City 43
Los Angeles 43
Lawrence 38
Princeton 38
Helsinki 34
Wilmington 31
Hanoi 27
São Paulo 26
Jinan 23
Columbus 22
Santa Clara 21
Redwood City 20
Amsterdam 18
Redondo Beach 17
Woodbridge 17
San Francisco 16
Brussels 15
Buffalo 15
Hebei 15
Houston 15
Jacksonville 15
Milan 15
Shenyang 15
Tianjin 15
Tokyo 15
Boardman 14
Chicago 13
Orem 13
Linköping 12
Montreal 12
Toronto 12
Warsaw 12
Da Nang 11
Guangzhou 11
Ningbo 11
Stockholm 11
Bekasi 10
Chennai 10
Denver 10
Frankfurt am Main 10
Lonigo 10
Changsha 9
Dearborn 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
Bologna 4
Boston 4
Brno 4
Brooklyn 4
Cairo 4
Cardiff 4
Des Moines 4
Este 4
Fairfield 4
Totale 3.526
Salva come PNG Salva come JPEG
Nome #
Jump detection in financial asset prices that exhibit U-shape volatility 417
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 273
RAPPORTO DI STAGE: Il modello CIR trivariato 200
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 190
Drift Burst test statistic in a pure jump semimartingale model 181
Spot volatility estimation using delta sequences 172
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 164
Academic research on Quantitative Finance in Italy today 161
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 154
WORKING PAPER: Optimal threshold for the estimator of integrated variance 152
Warnings about future jumps: properties of the exponential Hawkes model 151
Drift burst test statistic in the presence of infinite variation jumps 146
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 144
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 142
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 141
Optimum thresholding using mean and conditional mean squared error 141
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 135
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 135
Estimators for the parameters of a jump-diffusion process 133
Introduction to the special issue: financial mathematics and econometrics 130
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 125
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 124
Jumps 124
Measuring the relevance of the microstructure noise in observed financial data 118
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 118
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 118
Zero Sigma 117
Threshold estimation of Markov models with jumps and interest rate modeling 115
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 115
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 113
null 111
Estimation of the parameters of jump of a general Poisson-diffusion model 111
Metodi matematici per le decisioni aziendali 106
Identifying the Brownian covariation from the co-jumps given discrete observations 106
Truncated Realized Covariance when prices have infinite variation jumps 103
Nonparametric tests for pathwise properties of semimartingales 95
Uniqueness of the solution to a difference-partial differential equation for finance 82
Statistics of a Poisson-Diffusion process 82
The European options hedge perfectly in a Poisson-Gaussian stock market model 80
The speed of convergence of the threshold estimator of integrated variance 79
An elementary proof of the FTAP, in a finite and multi-period model without numeraire 51
Filtering Out Infinite Activity Jumps Using Uniform Thresholding, Under Conditional Mean Square Error 47
null 40
Warnings about future jumps: properties of the exponential Hawkes model 5
Warnings About Future Jumps: Properties of the Exponential Hawkes Model 3
Totale 5.750
Salva come PNG Salva come JPEG
Categoria #
all - tutte 18.500
article - articoli 8.282
book - libri 363
conference - conferenze 1.981
curatela - curatele 0
other - altro 6.192
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.682
Totale 37.000
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022335 0 0 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
2026/2027128 34 83 11 0 0 0 0 0 0 0 0 0
Totale 5.750