CATALOGO DEI PRODOTTI DELLA RICERCA

Mancini, Cecilia
 Distribuzione geografica
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Continente #
EU - Europa 883
NA - Nord America 876
AS - Asia 356
SA - Sud America 14
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 3
AF - Africa 2
Totale 2.137
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Nazione #
US - Stati Uniti d'America 870
CN - Cina 251
GB - Regno Unito 232
IT - Italia 169
SE - Svezia 116
FR - Francia 102
IE - Irlanda 96
SG - Singapore 61
RU - Federazione Russa 59
FI - Finlandia 33
DE - Germania 30
CZ - Repubblica Ceca 13
BE - Belgio 12
IN - India 11
BR - Brasile 10
ID - Indonesia 8
HK - Hong Kong 7
AT - Austria 6
CA - Canada 5
NL - Olanda 4
TR - Turchia 4
AU - Australia 3
CH - Svizzera 3
CL - Cile 3
EU - Europa 3
JP - Giappone 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 2.137
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Città #
Chandler 272
Southend 218
Dublin 94
Ann Arbor 68
Beijing 56
Ashburn 44
Singapore 39
Lawrence 38
Princeton 38
Verona 38
New York 35
Wilmington 31
Helsinki 28
Jinan 22
Redwood City 20
Woodbridge 17
Hebei 15
Jacksonville 15
Shenyang 15
Boardman 12
Brussels 12
Linköping 12
Ningbo 11
Tianjin 11
Lonigo 10
São Paulo 10
Dearborn 9
Houston 9
Nanjing 9
San Francisco 9
Bekasi 8
Norwalk 8
Taizhou 8
Zhengzhou 8
Changsha 7
Nanchang 7
Seattle 7
Sindelfingen 7
Vigonza 7
Dallas 6
Haikou 6
Taiyuan 6
Vienna 6
Chicago 5
Columbus 5
Falls Church 5
Fara 5
Hangzhou 5
Lucca 5
Milan 5
Scuola 5
Brno 4
Este 4
Fairfield 4
Guangzhou 4
Jhajjar 4
Jiaxing 4
Lanzhou 4
Moscow 4
Mumbai 4
Rome 4
Toronto 4
Cambridge 3
Cavarzere 3
Des Moines 3
Fuzhou 3
Modena 3
Nuremberg 3
Shanghai 3
Amsterdam 2
Capo d'Orlando 2
Cardiff 2
Chions 2
Cologno Monzese 2
Doha 2
Dongguan 2
Erlangen 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
Trieste 2
Wakayama 2
Washington 2
Zurich 2
Almere Stad 1
Atlanta 1
Auburn Hills 1
Berlin 1
Bhubaneswar 1
Bologna 1
Canberra 1
Central 1
Dong Ket 1
Totale 1.466
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Nome #
Spot volatility estimation using delta sequences 103
RAPPORTO DI STAGE: Il modello CIR trivariato 97
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 94
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 94
WORKING PAPER: Optimal threshold for the estimator of integrated variance 92
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 88
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 85
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 85
Warnings about future jumps: properties of the exponential Hawkes model 78
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 69
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 65
Estimators for the parameters of a jump-diffusion process 64
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 61
Zero Sigma 59
Drift Burst test statistic in a pure jump semimartingale model 56
Warnings about future jumps: properties of the exponential Hawkes model 53
Threshold estimation of Markov models with jumps and interest rate modeling 51
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 51
Optimum thresholding using mean and conditional mean squared error 50
Introduction to the special issue: financial mathematics and econometrics 49
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 47
Identifying the Brownian covariation from the co-jumps given discrete observations 46
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 43
Measuring the relevance of the microstructure noise in observed financial data 43
Metodi matematici per le decisioni aziendali 43
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 43
Academic research on Quantitative Finance in Italy today 43
Truncated Realized Covariance when prices have infinite variation jumps 42
Statistics of a Poisson-Diffusion process 41
Nonparametric tests for pathwise properties of semimartingales 40
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 40
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 40
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 39
The European options hedge perfectly in a Poisson-Gaussian stock market model 39
Estimation of the parameters of jump of a general Poisson-diffusion model 39
Jumps 38
Uniqueness of the solution to a difference-partial differential equation for finance 36
The speed of convergence of the threshold estimator of integrated variance 34
Drift burst test statistic in the presence of infinite variation jumps 26
Totale 2.206
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Categoria #
all - tutte 8.301
article - articoli 3.646
book - libri 171
conference - conferenze 927
curatela - curatele 0
other - altro 2.808
patent - brevetti 0
selected - selezionate 0
volume - volumi 749
Totale 16.602
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020189 0 0 0 43 22 21 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
2024/2025108 25 72 11 0 0 0 0 0 0 0 0 0
Totale 2.206