CATALOGO DEI PRODOTTI DELLA RICERCA

MANCINI, Cecilia
 Distribuzione geografica
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Continente #
NA - Nord America 2.145
EU - Europa 1.855
AS - Asia 1.264
SA - Sud America 166
AF - Africa 33
OC - Oceania 4
Continente sconosciuto - Info sul continente non disponibili 3
Totale 5.470
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Nazione #
US - Stati Uniti d'America 2.102
RU - Federazione Russa 735
SG - Singapore 479
CN - Cina 378
IT - Italia 294
GB - Regno Unito 269
BR - Brasile 138
FR - Francia 133
SE - Svezia 127
VN - Vietnam 119
HK - Hong Kong 114
IE - Irlanda 96
DE - Germania 58
KR - Corea 44
FI - Finlandia 41
IN - India 32
CA - Canada 28
NL - Olanda 27
ID - Indonesia 18
JP - Giappone 17
BE - Belgio 15
CZ - Repubblica Ceca 13
PL - Polonia 12
TR - Turchia 12
MX - Messico 11
AT - Austria 8
EC - Ecuador 8
ZA - Sudafrica 8
TG - Togo 7
AR - Argentina 6
BD - Bangladesh 6
ES - Italia 6
IQ - Iraq 6
LT - Lituania 6
UA - Ucraina 6
SA - Arabia Saudita 5
TW - Taiwan 5
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
NG - Nigeria 3
PH - Filippine 3
PK - Pakistan 3
PY - Paraguay 3
AE - Emirati Arabi Uniti 2
BO - Bolivia 2
GT - Guatemala 2
KH - Cambogia 2
KZ - Kazakistan 2
MO - Macao, regione amministrativa speciale della Cina 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
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
TN - Tunisia 1
UY - Uruguay 1
Totale 5.470
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Città #
Dallas 451
Chandler 272
Moscow 245
Singapore 239
Ashburn 224
Southend 218
San Jose 165
Verona 113
Hong Kong 95
Dublin 94
The Dalles 92
Beijing 80
Ann Arbor 68
New York 63
Ho Chi Minh City 43
Los Angeles 41
Lawrence 38
Princeton 38
Helsinki 34
Wilmington 31
Hanoi 27
São Paulo 26
Jinan 23
Columbus 22
Redwood City 20
Amsterdam 18
Santa Clara 18
Council Bluffs 17
Redondo Beach 17
Woodbridge 17
Brussels 15
Hebei 15
Jacksonville 15
San Francisco 15
Shenyang 15
Tianjin 15
Buffalo 14
Chicago 13
Houston 13
Tokyo 13
Boardman 12
Linköping 12
Milan 12
Orem 12
Warsaw 12
Da Nang 11
Guangzhou 11
Montreal 11
Ningbo 11
Stockholm 11
Chennai 10
Frankfurt am Main 10
Lonigo 10
Toronto 10
Changsha 9
Dearborn 9
Nanjing 9
Atlanta 8
Bekasi 8
Denver 8
Johannesburg 8
Mumbai 8
Norwalk 8
Seattle 8
Taizhou 8
Vienna 8
Zhengzhou 8
Lomé 7
Nanchang 7
Querétaro 7
Sindelfingen 7
Vigonza 7
Haikou 6
London 6
Paris 6
Rome 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
Boston 4
Brno 4
Cairo 4
Cardiff 4
Des Moines 4
Este 4
Fairfield 4
Falkenstein 4
Florence 4
Totale 3.425
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Nome #
Jump detection in financial asset prices that exhibit U-shape volatility 414
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion 264
RAPPORTO DI STAGE: Il modello CIR trivariato 198
Risk that an observed cluster of price jumps has not yet exhausted: performance of an estimate on simulated data 183
Spot volatility estimation using delta sequences 172
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps 159
Academic research on Quantitative Finance in Italy today 153
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent? 152
Drift Burst test statistic in a pure jump semimartingale model 150
WORKING PAPER: Optimal threshold for the estimator of integrated variance 149
Warnings about future jumps: properties of the exponential Hawkes model 145
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model 142
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri 138
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model 138
Drift burst test statistic in the presence of infinite variation jumps 136
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process 133
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 133
Estimators for the parameters of a jump-diffusion process 132
Optimum thresholding using mean and conditional mean squared error 130
Introduction to the special issue: financial mathematics and econometrics 127
Jumps 122
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process 121
Estimation of the characteristics of the jumps of a general Poisson-diffusion model 121
Measuring the relevance of the microstructure noise in observed financial data 116
Zero Sigma 113
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts 113
Threshold estimation of Markov models with jumps and interest rate modeling 112
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 111
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps 109
Estimation of the parameters of jump of a general Poisson-diffusion model 108
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps 108
Warnings about future jumps: properties of the exponential Hawkes model 107
Identifying the Brownian covariation from the co-jumps given discrete observations 103
Metodi matematici per le decisioni aziendali 102
Truncated Realized Covariance when prices have infinite variation jumps 97
Nonparametric tests for pathwise properties of semimartingales 94
Uniqueness of the solution to a difference-partial differential equation for finance 81
Statistics of a Poisson-Diffusion process 79
The speed of convergence of the threshold estimator of integrated variance 77
The European options hedge perfectly in a Poisson-Gaussian stock market model 77
An elementary proof of the FTAP, in a finite and multi-period model without numeraire 47
Filtering Out Infinite Activity Jumps Using Uniform Thresholding, Under Conditional Mean Square Error 44
null 40
Warnings About Future Jumps: Properties of the Exponential Hawkes Model 1
Totale 5.551
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Categoria #
all - tutte 16.594
article - articoli 7.496
book - libri 325
conference - conferenze 1.772
curatela - curatele 0
other - altro 5.507
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.494
Totale 33.188
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202161 0 0 0 0 0 0 0 0 0 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
2025/20262.710 148 464 153 482 678 160 240 167 130 88 0 0
Totale 5.551