Mancini, Cecilia
Mancini, Cecilia
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Risultati 1 - 17 di 17 (tempo di esecuzione: 0.021 secondi).
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
2001-01-01 Mancini, C.
Drift burst test statistic in the presence of infinite variation jumps
2023-01-01 Mancini, Cecilia
Estimation of the characteristics of the jumps of a general Poisson-diffusion model
2004-01-01 Mancini, C.
Identifying the Brownian covariation from the co-jumps given discrete observations
2012-01-01 Mancini, C.; Gobbi, F.
Introduction to the special issue: financial mathematics and econometrics
2010-01-01 Renò, R.; Mancini, C.
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process
2008-01-01 Mancini, C.
Measuring the relevance of the microstructure noise in observed financial data
2013-01-01 Mancini, C.
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri
2000-01-01 Mancini, C.
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps
2009-01-01 Mancini, C.
Nonparametric tests for pathwise properties of semimartingales
2011-01-01 Cont, R.; Mancini, C.
Optimum thresholding using mean and conditional mean squared error
2019-01-01 Mancini, Cecilia; Figueroa Lopez, Jose
Spot volatility estimation using delta sequences
2015-01-01 Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto
The European options hedge perfectly in a Poisson-Gaussian stock market model
2002-01-01 Mancini, C.
The speed of convergence of the threshold estimator of integrated variance
2011-01-01 Mancini, Cecilia
Threshold estimation of Markov models with jumps and interest rate modeling
2011-01-01 Mancini, Cecilia; Renò, Roberto
Truncated Realized Covariance when prices have infinite variation jumps
2017-01-01 Mancini, Cecilia
Uniqueness of the solution to a difference-partial differential equation for finance
2003-01-01 Mancini, C.